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Background: It is plausible that depression symptoms and disrupting sleep quality were differently affected according to the rigidity of social distancing during the COVID-19 outbreak. Objective: To describe and compare depression symptoms and sleep quality amongst older Brazilian and Chinese women who were submitted to different social distancing measures (less rigid (Brazil) versus more rigid (China)). Methods: This observational cross-sectional study assessed urban older women who underwent home confinement with less (Brazil; n=1015) or more (China; n=644) rigidity. Socio-demographic correlates, general health information, depression symptoms [Geriatric Depression Scale (GDS- 15)], and sleep quality [Pittsburgh Sleep Quality Index (PSQI)] were assessed through interviews. Results: 1659 older women (66.74 ± 5.48 years old; 38.8% Chinese; 61.2% Brazilian) were included for analysis. 22% of Brazilians and 19.6% of Chinese women presented depression symptoms. The frequency of bad sleepers was 56.4% and 37.7% amongst Brazilian and Chinese older women, respectively. After adjusting for socio-demographic variables, general health status, and PSQI global score, Chinese women had a significantly higher score of depression symptoms (3.88 ± 0.13) compared to the Brazilians (3.26 ± 0.10; p < 0.001). Conclusion: The frequency of poor sleep quality was very high regardless of the country. After adjusting for confounders and sleep quality, older Chinese women had a significantly superior score of depression symptoms exacerbating psychological distress by confinement rigidness.