While anyone can have insomnia, women are more likely to experience insomnia as men. Women may start having trouble sleeping with the onset of PMS and during pregnancy, perimenopause and menopause. Also, sleep is often tied to mental health, and women are more likely than men to suffer from sleeping problems associated with conditions like depression, anxiety and stress.Changes that occur in your body because of aging, your environment, illnesses and using certain medications can all contribute to insomnia. The need to use the bathroom during the night can also be tied into medical problems and sleep disturbance.