AbstractThis paper uses the American Time Use Survey from 2003 to 2015 to analyze the effect of economic conditions on sleep duration. Prior work has found that increases in the employment rate cause sleep duration of individuals to fall. No previous research considers that weekday sleep behavior and weekend sleep behavior may be differentially related to economic conditions. Estimates suggest that weekday sleep duration is indeed countercylical whereas weekend sleep duration is procyclical. Results are driven by individuals most susceptible to economic fluctuations: minorities, single adults, and individuals with less education. Differential results concerning economic conditions and sleep by day type may be one mechanism for which to expect economic conditions to impact other sleep‐related outcomes diversely depending on day of the week.