There has been a recent push to focus sleep research less on disordered sleep and more on the dimensional sleep health. Sleep health incorporates several dimensions of sleep: chronotype, efficiency, daytime alertness, duration, regularity, and satisfaction with sleep. A previous study demonstrated sleep health domains correlate only moderately with each other at the genomic level (|rGs| = 0.11–0.51) and show unique relationships with psychiatric domains (controlling for shared variances, duration, alertness, and non-insomnia independently related to a factor for internalizing psychopathology). Of the domains assessed, circadian preference was the least genetically correlated with all other facets of sleep health. This pattern is important because it suggests sleep health should be considered a multifaceted construct rather than a unitary construct. Prior genome-wide association studies (GWASs) have vastly increased our knowledge of the biological underpinnings of specific sleep traits but have only focused on univariate analyses. We present the first multivariate GWAS of sleep and circadian health (multivariate circadian preference, efficiency, and alertness factors, and three single-indicator factors of insomnia, duration, and regularity) using genomic structural equation modeling. We replicated loci found in prior sleep GWASs, but also discovered “novel” loci for each factor and found little evidence for genomic heterogeneity. While we saw overlapping genomic enrichment in subcortical brain regions and shared associations with external traits, much of the genetic architecture (loci, mapped genes, and enriched pathways) was diverse among sleep domains. These results confirm sleep health as a family of correlated but genetically distinct domains, which has important health implications.