SummarySleep problems, especially nightmares and insomnia, often accompany depression. This study investigated how nightmares, symptoms of insomnia, chronotype and sleep duration associate with seasonal affective disorder, a special form of depression. Additionally, it was noted how latitude, a proxy for photoperiod, and characteristics of the place of residence affect the prevalence of seasonal affective disorder and sleep problems. To study these questions, data from FINRISK 2012 study were used. FINRISK 2012 consists of a random population sample of Finnish adults aged 25–74 years (n = 4905) collected during winter from Finnish urban and rural areas spanning the latitudes of 60°N to 66°N. The Seasonal Pattern Assessment Questionnaire was used to assess symptoms of seasonal affective disorder. Participants with symptoms of seasonal affective disorder had significantly increased odds of experiencing frequent nightmares and symptoms of insomnia, and they were more often evening chronotypes. Associations between latitude, population size and urbanicity with seasonal affective disorder symptoms and sleep disturbances were generally not significant, although participants living in areas bordering urban centres had less sleep problems than participants from other regions. These data show that the prevalence of seasonal affective disorder was not affected by latitude.