This study aimed to evaluate the associations of nighttime sleep duration and midday napping with risk of depressive symptoms incidence and persistence among middle-aged and older Chinese. Data from China Health and Retirement Longitudinal Study, CHARLS (2011-2013), were analyzed. Depressive symptoms were identified by the 10-item version of the Centre for Epidemiological Studies Depression scale (CESD-10). Multivariate binary logistic regression models were fitted. There were 7156 individuals with CESD-10 scores < 10 and 3896 individuals with CESD-10 scores ≥ 10 at baseline included in this study. After controlling for potential covariates, nighttime sleep duration <6 hours was associated with high risk of incident depressive symptoms (OR = 1.450, 95%CI: 1.193, 1.764 for middle aged population, and OR = 2.084, 95%CI:1.479, 2.936 for elderly) and persistent depressive symptoms (OR = 1.404, 95%CI: 1.161, 1.699 for middle aged population, and OR = 1.365, 95%CI: 0.979, 1.904 for elderly). For depressed individuals, longer midday napping (≥60 minutes) was associated with lower persistent depressive symptoms (OR = 0.842, 95%CI: 0.717, 0.989). Our study concluded that short nighttime sleep duration was an independent risk factor of depressive symptoms incidence and persistence. Depressed individuals with long midday napping were more likely to achieve reversion than those who have no siesta habit.