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Background: Nurses in tertiary hospitals are at high risk for depression. Understanding sleep quality and perceived stress may contribute to nurses' mental health and health-related nursing productivity. The aim of this study was to investigate the role of sleep quality and perceived stress on depressive symptoms among nurses in tertiary hospitals. Methods: A total of 2,780 nurses (overall response rate = 91.1%) were recruited through a cross-sectional survey in 23 tertiary hospitals in China. Questionnaires included the Self-Rating Depression Scale, the Pittsburgh Sleep Quality Index, and the Chinese Perceived Stress Scale. Variables that were significant in Chi-square tests were further entered into binary logistic stepwise regression. Results: The prevalence of depressive symptoms was 60.3% (n = 1,676), of which 97.4% (n = 1,633) were female, and 77.8% were younger than 35 years (n = 1,304). Nurses who had moderate, poor, severe sleep quality and poor perceived pressure were more likely to be depressed. Master's degree, 6–10 years of work, and physical activity were protective factors, while the opposite was the case for shift work and high dissatisfaction. Conclusions: More than half of nurses working in tertiary care hospitals reported depressive symptoms, and lower sleep quality and higher perceived stress were more associated with this. Perceived stress is an interesting concept, which may provide a new entry point for the well-known idea that there is a relationship between poor sleep quality and depression. It is possible to reduce depressive symptoms among public hospital nurses by providing information on sleep health and stress relief. Highlights: The prevalence of depressive symptoms is high among tertiary hospital nurses (60.3%). Lower sleep quality and worse perceived stress are modifiable variables relevant to depressive symptoms and may be useful for depressive symptom management strategies. Taking job characteristics (i.e., work experience, shifts, and satisfaction) into consideration may help achieve fewer depressive symptoms in the nurse population. [ABSTRACT FROM AUTHOR]