Introduction: Few studies have evaluated the combined association between SDB with comorbid insomnia and mild cognitive impairment (MCI). To test the hypothesis that SDB with comorbid insomnia is associated with greater odds of MCI than either sleep disorder independently, we used ADNI data to evaluate cross-sectional associations between SDB risk with comorbid insomnia status and MCI. Methods: Participants with normal cognition or MCI were included. Insomnia was defined by self-report. SDB risk was assessed by modified STOP-BANG. Logistic regression models evaluated associations between four sleep disorder subgroups (low risk for SDB alone, low risk for SDB with insomnia, high risk for SDB alone, and high risk for SDB with insomnia) and MCI. Models adjusted for age, sex, BMI, APOE4 genotype, race, ethnicity, education, marital status, hypertension, cardiovascular disease, stroke, alcohol abuse, and smoking. Results: The sample (n = 1391) had a mean age of 73.5 ± 7.0 years, 44.9% were female, 72.0% were at low risk for SDB alone, 13.8% at low risk for SDB with insomnia, 10.1% at high risk for SDB alone, and 4.1% at high risk for SDB with insomnia. Only high risk for SDB with comorbid insomnia was associated with higher odds of MCI (OR 3.22, 95% CI 1.57–6.60). Conclusion: Studies are needed to evaluate SDB with comorbid insomnia as a modifiable risk factor for MCI.