Objectives: To explore the relationship between sleep pattern (morningness–eveningness) and depression in Chinese shift workers (“Three Shifts” workers), and to examine whether emotional exhaustion plays a mediating role in this relationship. Study Design: We examined the impact of sleep pattern on the depression of three shifts workers, focusing on the mediating effect of emotional exhaustion. Methods: A total of 1303 shift workers in the north and south of China were invited to participate in this study using convenience sampling. They completed a questionnaire which collected information on socio-demographic variables, along with measures of sleep pattern, depression, and emotional exhaustion. Using structural equation modelling, the mediating role of emotional exhaustion in sleep pattern and depression was explored. Results: Of the three shifts workers 46.43% reported symptoms of depression; 27.84% identified as morning types while only 6.56% were evening types, with the remaining 65.60% falling into the intermediate category. There was a negative correlation between sleep pattern and depression, and between sleep pattern and emotional exhaustion, but a positive correlation between emotional exhaustion and depression. As predicted, emotional exhaustion played a mediating role in the relationship between sleep pattern and depression. Conclusions: Having an evening sleep pattern was a risk factor for depression in three shifts workers; however, emotional exhaustion mediated the relationship between sleep pattern and depression. This finding may inform interventions aimed at reducing the level of depression within three shifts staff