Objective: This study aims to examine the parallel multiple mediators of depressive symptoms and sleep quality in the relations between stress and physical health-related quality of life (PHQOL)/mental health-related quality of life (MHQOL) among the women in late pregnancy. Methods: Of 1120 pregnant women participated in the cross-sectional study which consisted of Perceived Stress Scale, Edinburgh Postnatal Depression Scale, Pittsburgh Sleep Quality Index and MOS 12-item Short Form Health Survey. Parallel multiple mediator models were used to analyze the relations between stress, depressive symptoms, sleep quality and PHQOL/MHQOL. Results: The effect of perceived stress on PHQOL was partially through the indirect path of sleep quality (β=-0.061). But in the model for MHQOL, depressive symptoms and sleep quality played parallel mediators, and the indirect path effect of depressive symptoms (β=-0.179) was higher than sleep quality (β=-0.029). Conclusion: The findings contributed to the understanding about the influential mechanism of stress on PHQOL/MHQOL. And it reminded the importance of sleep quality and depressive symptoms for improving QOL in late pregnancy.