Motor performance (MP) is essential for functional independence and well-being, particularly in later life. However, the relationship between behavioural aspects such as sleep quality and depressive symptoms, which contribute to MP, and the underlying structural brain substrates of their interplay remains unclear. This study used three population-based cohorts of younger and older adults (n=1,950) from the Human Connectome Project-Young Adult (HCP-YA), HCP-Aging (HCP-A), and enhanced Nathan Kline Institute-Rockland sample (eNKI-RS). Several canonical correlation analyses were computed within a machine learning framework to assess the associations between each of the three domains (sleep quality, depressive symptoms, grey matter volume (GMV)) and MP. The HCP-YA analyses showed progressively stronger associations between MP and each domain: depressive symptoms (unexpectedly positive, r=0.13, SD=0.06), sleep quality (r=0.17, SD=0.05), and GMV (r=0.19, SD=0.06). Combining sleep and depressive symptoms significantly improved the canonical correlations (r=0.25, SD=0.05), while the addition of GMV exhibited no further increase (r=0.23, SD=0.06). In young adults, better sleep quality, mild depressive symptoms, and GMV of several brain regions were associated with better MP. This was conceptually replicated in young adults from the eNKI-RS cohort. In HCP-Aging, better sleep quality, fewer depressive symptoms, and increased GMV were associated with MP. Robust multivariate associations were observed between sleep quality, depressive symptoms and GMV with MP, as well as age-related variations in these factors. Future studies should further explore these associations and consider interventions targeting sleep and mental health to test the potential effects on MP across the lifespan.