ObjectiveTo explore the causal relationships between sleep, major depressive disorder (MDD), and Alzheimer's disease (AD).MethodsWe conducted bi-directional 2-sample Mendelian randomisation analyses. Genetic associations were obtained from the largest genome-wide association studies currently available in UK Biobank (N = 446,118), the Psychiatric Genomics Consortium (N = 18,759), and the International Genomics of Alzheimer's Project (N = 63,926). We used the inverse variance weighted Mendelian randomisation method to estimate causal effects, and weighted median and MR-Egger for sensitivity analyses to test for pleiotropic effects.ResultsWe found that higher risk of AD was significantly associated with being a “morning person” (OR = 1.01, p = 0.001), shorter sleep duration (self-reported: β = −0.006, p = 1.9 × 10−4; accelerometer-based: β = −0.015, p = 6.9 × 10−5), less likely to report long sleep (β = −0.003, p = 7.3 × 10−7), earlier timing of the least active 5 hours (β = −0.024, p = 1.7 × 10−13), and a smaller number of sleep episodes (β = −0.025, p = 5.7 × 10−14) after adjusting for multiple comparisons. We also found that higher risk of AD was associated with lower risk of insomnia (OR = 0.99, p = 7 × 10−13). However, we did not find evidence either that these abnormal sleep patterns were causally related to AD or for a significant causal relationship between MDD and risk of AD.ConclusionWe found that AD may causally influence sleep patterns. However, we did not find evidence supporting a causal role of disturbed sleep patterns for AD or evidence for a causal relationship between MDD and AD.