The relationships between sleep problems, cognitive impairments, and depression have been established in the aging population. However, less is known about the role of late-life onset insomnia and sex involved in these dyad or tripartite relationships. This study aimed to consider onset age of insomnia and sex in the relationship between sleep parameters, cognition and depression among older adults with current insomnia complaints. Method: A multistep sampling method was adopted to recruit participants with current insomnia complaints in China in 2018. Sleep measures include onset age of insomnia (64 years old or before vs during/after 65), three factors from insomnia severity index (ISI; nighttime, daytime, and perception), excessive daytime sleepiness, and sleep duration. Outcome measures were mini-mental state examination (MMSE) and center for epidemiologic studies depression scale (CESD). Results: The average age of older adults was 75 (SD = 7.1). Among them, 62% participants are female. In general, older aged, female, late-life onset insomnia as well as interaction of sex * onset age of insomnia were significantly associated with poorer cognition. Yet, age, sex, and onset age of insomnia were not significant indicators for depression. For female participants, later onset of insomnia, nighttime symptoms of insomnia, excessive daytime sleepiness and depression were risk factors for cognitive decline. Nevertheless, only daytime sleepiness, together with depression, were found positively associated with male participants' cognitive decline. Conclusions: There were robust associations between daytime sleepiness, depressive symptoms, and poor cognitive performance. More importantly, late-life onset insomnia was particularly indicative for poor cognitive performance among female older adults. Future study should emphasize the specific mechanism involved in changes of sleep patterns in the development of cognitive impairment among older adults. Sex differences in the relationship between onset age of insomnia and cognition also require further attention.