Introduction Although the pathophysiology of periodic limb movements in sleep (PLMS) is not well understood, there is increasing belief that management of PLMS can modulate humans’ general health. The aim of this study is to investigate the associations between risk factors including the use of antidepressants, hypnotics, and antihistamines as well as of caffeine, alcohol, and nicotine and the occurrence of PLMS and periodic limb movement disorder (PLMD). Methods Patients with either chronic fatigue or insomnia who underwent polysomnography as standardized clinical assessment were included in a retrospective study. Associations were calculated between substance use and sleep variables. Results Tricyclic antidepressants and serotonin and norepinephrine reuptake inhibitor (SNRI) are significantly associated with higher rates of PLMS. Additionally, SNRI is significantly positive associated with PLMD, as also seen for selective serotonin reuptake inhibitors (SSRI). The most frequently used SSRI escitalopram was significantly positively associated with PLMS and PLMD. A significantly negative association was found between paroxetine and PLMS. Benzodiazepines are negatively associated with PLMS and PLMD. Sedative antidepressants, antihistamines, and substance use are not associated with PLMS nor PLMD in this study. Discussion This retrospective study adds supportive evidence to the association of drug classes with PLMS and PLMD. These findings may impact on clinical management of patients with a combined anxiety or mood disorder in need for these drug classes on the one hand and a significant sleep architecture disturbance through PLMS, potentially contributing to daytime symptoms, on the other hand.