The analysis of the individual associations showed that higher values of anxiety and depression, as well as well as poorer sleep quality in all the PSQI domains and the total score, were significantly related with worse scores in the MMSE [all p < 0.001, except for sleep latency (p = 0.003), sleep efficiency (p = 0.002), sleep disturbances (p = 0.028) and use of sleeping medication (p = 0.006)], MoCA (all p < 0.001, except for sleep disturbances (p = 0.002) and use of sleeping medication (p = 0.001), TMT-A (all p < 0.001) and TMT-B (all p < 0.001). This evidence concerns the gene DOCK3 and sleep disorder.