Internalizing psychopathologies (IPs) such as anxiety and depression are commonly associated with disturbances in sleep (e.g., problems falling asleep, staying asleep) and emotion dysregulation. Accumulating data indicate problematic sleep is transdiagnostic and may exacerbate symptoms and emotion dysregulation in IPs. However, the majority of studies have relied on self-report measures of sleep, which are often discrepant from actigraphy, a validated objective measure of sleep. This study involved un-medicated patients with a principal anxiety disorder (n = 35) or unipolar depressive disorder (n = 12) and healthy controls (n = 20). Chi-square and multivariate analysis of variance were used to examine hypothesized groups effects and multiple regression analysis was performed to investigate associations between naturalistic sleep assessed with self-report and actigraphy, symptom severity, and habitual emotion regulation tendencies (i.e., reappraisal, suppression). We hypothesized patients would experience worse sleep, which is associated with higher symptom severity and emotion dysregulation. Study results showed that hypotheses were supported for self-reported sleep but not for actigraphy-based sleep. Specifically, poor subjective sleep, endorsed by more patients, is related to higher anxiety, higher depression, and lower reappraisal. Findings did not show sleep, either subjective or objective, to be related to suppression.