Men who suffer from prostate cancer (PCa) need to make important decisions regarding their treatment options. There is some evidence that these men may suffer from sleep difficulties due to their cancer or its diagnosis and treatment. Although sleep difficulties have been associated with cognitive depression in other samples of men, they have not been examined in PCa patients, despite the importance of decision-making for these men. This study was designed to investigate the association between sleep difficulties and cognitive depression in PCa patients. A sample of 96 PCa patients completed a background questionnaire, the Zung Self-Rating Depression Scale, and the Insomnia Severity Index. Comparison was made between sleep difficulty scores from before the patients received their diagnosis of PCa to the time of survey, allowing use of a “retrospective pretest” methodology. Just over 61% of the sample reported a deterioration in sleep quality, and this was significantly associated with cognitive depression (r =.346, p =.007). At the specific symptom level, having a clear mind significantly contributed to the variance in difficulty falling asleep (R2 change =.140, F for change = 9.298, p =.003). Sleeping difficulties, particularly falling asleep, are common and associated with depression-related to ability to think clearly in PCa patients. This has potentially adverse effects upon the ability of men with PCa to understand their treatment options and make decisions about them.