Objective To explore the characteristics of sleep quality and heart rate variability （HRV） in patients with anxiety and depressive disorder. Methods From November 2021 to June 2022， 80 patients with depressive disorder were selected as participants at the Mental Health Center of the First Hospital of Hebei Medical University. Hamilton Anxiety Scale （HAMA） was used to assess the severity of anxiety symptoms in patients. A HAMA score greater than 14 was assigned to depressive disorder group with anxiety （n=50）， while a HAMA score ≤ 14 was assigned to depressive disorder group without anxiety （n=30）. Pittsburgh Sleep Quality Index （PSQI） was used to assess the sleep quality of patients. HRV was measured using an HRV measuring instrument to analyze the low frequency （LF）， high frequency （HF）， low frequency/high frequency （LF/HF）， standard deviation of RR intervals （SDNN）， and root mean square of successive RR interval differences （RMSSD） of two groups of patients. Hamilton Depression Scale （HAMD） was used to assess the severity of depressive symptoms in patients. Independent sample t-test was used to compare the differences in sleep quality and HRV between two groups， and binomial Logistic regression was used to analyze the influencing factors of anxiety in patients with depressive disorder. Results There was no statistically significant difference in age， gender， smoking and drinking history， and body mass index （BMI） between the depressive disorder group with and without anxiety （P＞ 0.05）. The PSQI-Ⅴ and PSQI-Ⅶ factor scores of depressive disorder group with anxiety were （1.3±0.6） and （2.3±0.7）， respectively， which were higher than those of depressive disorder group without anxiety （1.0±0.6） and （1.8±1.0）， and the difference was statistically significant （P＜ 0.05）. The HAMD total score， anxiety somatization factor score， cognitive impairment factor score， delay factor score， and sleep disorder factor score in depressive disorder group with anxiety were （19.6±3.6）， （6.5±2.2）， （5.0±2.1）， （7.3±1.9）， and （3.5±1.8）， which were higher than those in depressive disorder group without anxiety （14.7±4.2）， （5.0±2.1）， （3.7±2.4）， （5.4±2.1）， and （2.6±1.9）， and the difference was statistically significant （P ＜ 0.05）. HRV analysis showed that the LF of depressive disorder group with anxiety was （5.2±1.2） ms， which was higher than that of depressive disorder group without anxiety （4.5±1.4） ms， and the difference was statistically significant （P=0.011）. The HF and RMSSD of depressive disorder group with anxiety were （4.0±1.1） ms and （22.8±10.5） ms， which were lower than those of depressive disorder group without anxiety （5.4±1.2） and （28.3±9.7） ms， and the difference was statistically significant （P＜ 0.05）. Binomial Logistic regression analysis showed that high HAMD total score ［OR=1.439， 95%CI （1.157， 1.789）］ and high LF ［OR=2.640， 95%CI （1.275， 5.467）］ were associated with increased anxiety risk in patients with depressive disorder， while high HF was associated with decreased risk of depressive disorder accompanied by anxiety ［OR=0.286， 95%CI （0.142， 0.577）］. Conclusions Patients with depressive disorder accompanied by anxiety tend to have severe depressive emotions， as well as sleep quality and autonomic nervous system dysfunction.