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Psychological factors such as depression, anxiety, and loneliness significantly affect sleep quality, particularly among elderly individuals living in nursing homes. This study aimed to examine the relationship between sleep quality and depression, anxiety, and loneliness among elderly residents of nursing homes in Indonesia, as well as to explore the underlying pathway mechanisms. A quantitative cross-sectional design was used to assess correlational relationships among elderly individuals residing in nursing homes in Jakarta and Tangerang. Data were analyzed using JASP statistical software through descriptive, bivariate, and path analyses. The results demonstrated significant associations between poorer sleep quality and higher levels of loneliness, anxiety, and depression. Path analysis revealed a significant chain mediation effect, in which loneliness was associated with increased anxiety, subsequently leading to exacerbated depressive symptoms and ultimately reduced sleep quality (β = −0.040, p = 0.045). These findings indicate that sleep disturbances in the elderly arise from a sequential interaction among loneliness, anxiety, and depression, highlighting the importance of comprehensive psychosocial interventions to improve sleep quality in this population.