Background: Women report many nonvasomotor symptoms across the menopausal transition, including sleep disturbances, depressed mood, and sexual problems. The co-occurrence of these three symptoms may represent a specific menopausal symptom triad. We sought to evaluate the interrelatedness of disturbed sleep, depressed mood, and sexual problems in the Study of Women's Health Across the Nation (SWAN) and determine the characteristics of women exhibiting this symptom triad. Methods: SWAN is a multisite, multiethnic observational cohort study of the menopausal transition in the United States. Sleep disturbance, sexual problems, and depressed mood were determined based on self-report. Women who reported all three symptoms simultaneously were compared to those who did not. Logistic regression models estimated the association of demographic, psychosocial, and clinical characteristics with the symptom triad. Results: Study participants (n = 1716) were 49.8 years old on average and primarily in very good or excellent health. Sixteen and a half percent had depressed mood, 36.6% had a sleep problem, and 42.2% had any sexual problem. Five percent of women (n = 90) experienced all three symptoms. Women with the symptom triad compared with those without had lower household incomes, less education, were surgically postmenopausal or late perimenopausal, rated their general health as fair or poor, and had more stressful life events and lower social support. Conclusions: The symptom triad of sleep disturbance, depressed mood, and sexual problems occurred in only 5% of women, and occurred most often among women with lower socioeconomic status, greater psychosocial distress, and who were surgically menopausal or in the late perimenopause.