First-night effects (FNE) were comparatively investigated in patients with disorders in initiating and maintaining sleep (DIMS) associated with generalized anxiety disorder (GAD) in laboratory (n = 22) and home sleep polysomnography (n = 21). Patients had to be drug-free for at least 2 weeks prior to the first recording. Evaluation measures included 1) objective data on sleep initiation and maintenance; 2) sleep architecture based on polysomnographic recordings, analyzed visually according to the criteria of Rechtschaffen and Kales; 3) subjectively estimated sleep and awakening quality, assessed by a self-rating scale and visual analogue scales; 4) objective awakening quality as measured by a psychometric test battery; and 5) psychophysiological data, including critical flicker frequency, muscle strength, pulse, and blood pressure. Statistical analysis using multivariate analysis of variance (MANOVA) demonstrated multiple FNE in both groups regarding sleep efficiency, total sleep time, percentage of time in stage 2 sleep, percentage of time in stage 3/4 sleep, minutes of rapid eye movement (REM) sleep, and REM sleep latency. There was a group-by-night effect in the number of awakenings. There were no significant FNE regarding subjective sleep and awakening quality in either group. Differential adaptation effects were observed in attention and fine motor activity, with improvement in laboratory-recorded patients and deterioration in home-recorded patients. Differential findings also occurred in regard to evening blood pressure, with laboratory-recorded patients showing more adaptation.