Sleep problems are commonly associated with chronic pain. It is not known whether pain is more related to a particular type of sleep problem or to more composite measures of sleep disturbance. The aim of the study was to investigate cross-sectionally the association between three commonly used sleep problem scales and musculoskeletal pain, when controlling for age, lifestyle and work factors. A total of 1032 nurses answered the Epworth Sleepiness Scale, Bergen Insomnia Scale, Pittsburg Sleep Quality Index and questionnaires regarding work, personality and lifestyle factors. Data collection started in October 2014 and ended in November 2015. Data were analyzed with hierarchical multiple regressions. Musculoskeletal pain was associated with Epworth Sleepiness Scale and Bergen Insomnia Scale, with Bergen Insomnia Scale showing the strongest association. Post hoc analyses of the most frequently reported pain locations, back pain headache and neck pain, confirmed that Bergen Insomnia Scale showed the strongest association. Insomnia seems to be more strongly associated with musculoskeletal pain than subjective sleepiness, thus the measures used to explore this association should be carefully selected when studying the relation between disturbed sleep and pain.