An association between stress at work and impaired sleep is theoretically plausible and supported by empirical evidence. The current study's main aim was to investigate how the influence of stressors is carried over into the evening and the night. We assume that this relationship is mediated by perseverative cognitions. We tested this assumption in two cross-sectional samples with structural equation modeling, using bootstrapped standard errors to test for significance. Effort–reward imbalance and time pressure were used as stressors, and rumination as a measure for perseverative cognitions. Results show that the stressors are related to perseverative cognitions, and these are related to impaired sleep in both samples. Indirect effects are significant in both samples. With rumination controlled, direct effects of stressors on sleep are only significant in one out of four cases. Thus, there is full mediation in three out of four cases, and partial mediation in the fourth one. Our results underscore the notion that perseverative cognitions are crucial for transferring negative effects of work stressors into private life, including sleep, thus hindering individuals to successfully recover.