Cross-sectional relationships between nocturia and sleep problems have been well evaluated but the risk association for each incidence is scarcely reported. This analysis included 8076 participants of the Nagahama study in Japan (median age 57, 31.0% male) and associations between nocturia and self-reported, sleep-related problems (poor sleep) were evaluated cross-sectionally. Causal effects on each new-onset case were analyzed longitudinally after 5 years. Three models were applied: univariable analysis, adjustment for basic variables (i.e., demographic and lifestyle variables) and full adjustment for basic and clinical variables. The overall prevalences of poor sleep and nocturia were 18.6% and 15.5%, while poor sleep was positively associated with nocturia (OR = 1.85, p < 0.001) and vice versa (OR = 1.90, p < 0.001). Among 6579 good sleep participants, 18.5% developed poor sleep. Baseline nocturia was positively associated with this incident poor sleep (OR = 1.49, p < 0.001, full adjustment). Among 6824 non-nocturia participants, the nocturia incidence was 11.3%. Baseline poor sleep was positively associated with this incident nocturia (OR = 1.26, p = 0.026); such associations were significant only in women (OR = 1.44, p = 0.004) and under-50-year-old groups (OR = 2.82, p < 0.001), after full adjustment. Nocturia and poor sleep associate with each other. Baseline nocturia can induce new-onset poor sleep while baseline poor sleep may induce new-onset nocturia only in women.