The aim of this study was to investigate the relationship among sleep quality, impulsivity, anxiety, and depression in individuals with emotional eating behavior. The study was designed as a cross-sectional study. The study included 92 individuals (age 31.29 ± 9.17; female, 67.4% [n = 62]; male, 32.6% [n = 30]) with symptoms of emotional eating but no previous psychiatric diagnosis or treatment. Participants were administered a Structured Clinical Interview for DSM-5 Disorders interview form, a sociodemographic data form, the Emotional Eating Scale, the Beck Depression Scale, the Barratt Impulsivity Scale, the Beck Anxiety Scale, and the Pittsburgh Sleep Quality Index Scale. Emotional eating is positively correlated with anxiety (r = 0.377, p = 0.001), depression (r = 0.375, p = 0.001), impulsivity (r = 0.250, p = 0.016), and poor sleep quality (r = 0.478, p = 0.001). Obese individuals (defined as having a body mass index of 30 or higher) showed higher emotional eating (z = −2.552, p = 0.016) and poorer sleep quality (z = −2.089, p = 0.044) than nonobese individuals, and women showed higher emotional eating (t = 2116, p = 0.037) and poorer sleep quality (z = −2537, p = 0.010) than men. Poor sleep quality was associated with emotional eating. In this relationship, poor sleep quality influenced emotional eating through all mediators, including anxiety and depression (B = 3.491; standardized effect, 0.485; p = 0.001). Poor sleep quality directly influenced emotional eating (B = 2.806; standardized effect, 0.390; p = 0.001). The findings of the study suggest that emotional eating is associated with higher levels of anxiety, depression, impulsivity, and sleep problems, especially in women. It suggests that the interrelationships of psychological factors associated with emotional eating should be investigated.