In this study, the 10-year cardiovascular risk associated with comorbid sleep disorders (insomnia disorder, obstructive sleep apnea syndrome, and COMISA [comorbid insomnia and sleep apnea]) was investigated for patients with major depression. To enable our analysis, 607 patients with major depression were selected from the data register of the Sleep Unit. High 10-year cardiovascular risk was considered present when the Framingham Risk Score was ≥10%. The 10-year cardiovascular risk associated with comorbid sleep disorders has been assessed using logistic regression analyzes. High 10-year cardiovascular risk is significant (40.4%) in patients with major depression. After successive introduction of the different confounders, multivariate logistic regressions showed that for patients with major depression high 10-year cardiovascular risk was significantly associated with COMISA but was not significantly associated with insomnia disorder or obstructive sleep apnea syndrome alone. Thus, these results highlight the existence of a negative synergistic action between insomnia disorder and obstructive sleep apnea syndrome on the 10-year cardiovascular risk in patients with major depression, which demonstrates the importance of researching and treating COMISA to improve the prognosis of this specific population subgroup characterized by higher cardiovascular morbidity and mortality.