Our study aims to investigate the differences in insomnia between Chinese and Western women during menopause to fill the gaps in the research on menopause in Chinese women, and to examine the premenopausal factors predictive of moderate to severe insomnia during menopause.This is a longitudinal cohort study conducted in an urban Chinese community with a total of 458 participants.Presence of insomnia symptoms (trouble falling asleep, waking up early); vasomotor symptoms; anxiety and depression assessed by the Hospital Anxiety and Depression Scale; and menopausal stages.Multivariable analysis showed that compared with that in premenopause, the prevalence of trouble falling asleep was significantly higher in menopausal transition (P = 0.029) and postmenopause (P0.001), and the prevalence of early-morning awakenings also significantly increased in menopausal transition (P = 0.003) and postmenopause (P = 0.011). In multivariable analysis anxiety (P = 0.022) and depression (P = 0.005) were independently and significantly positively associated with trouble falling asleep. Anxiety (P0.001), depression (P = 0.018), and levels of follicle stimulating hormone (P-0.031) were independently and significantly positively associated with trouble falling asleep. Women who experienced insomnia in premenopause had a significantly higher risk of moderate to severe insomnia in menopausal transition (P = 0.003) and postmenopause (P = 0.047) than those who did not.This study showed that the prevalence of sleep disturbance significantly increased during and after menopause. Women with anxiety and depression had a higher risk of insomnia. Difficulty in sleep initiation in the premenopausal period was a strong predictor of moderate to severe insomnia at menopausal transition and postmenopause.