OBJECTIVE The aim of this study was to investigate factors related to insomnia in a cohort of people with asthma. DESIGN This secondary analysis utilized cross-sectional data from the Norwegian Nord-Trøndelag Health Study, a population-based health survey (n=50,807). PARTICIPANTS We used self-reported data from 1,342 men and women with a physician-confirmed asthma diagnosis ranging in age from 19.5 to 91 years. MEASUREMENTS Data on sleep, lifestyle variables (smoking and exercise), anxiety, and depression were included. An insomnia scale and asthma impact scale were constructed using factor analysis. Hierarchical series of multiple regression models were used to investigate direct and mediational relationships between the study variables and insomnia. RESULTS The hierarchical models revealed significant independent contributions of female sex, higher age, not exercising, asthma impact, anxiety, and depression on insomnia (R (2)=25.2%). Further, these models suggested that the impact of smoking on insomnia was mediated by anxiety, and that the beneficial impact of exercise was mitigated by depression symptoms. CONCLUSION Smokers with asthma have more insomnia, and this relationship may be mediated by anxiety. Further, people with asthma who experience depression symptoms are less likely to benefit from physical exercise as a method to enhance sleep quality. Our findings would suggest that helping smokers to manage their anxiety and depression through behavioral methods may reduce their insomnia symptoms, and enable them to engage in other health-enhancing pursuits, such as physical exercise.