People with higher levels of self-control experience fewer stressful life events, but little is known about the reciprocal relationships between self-control and stressful life experiences. This study aimed to test linkages between daily stressors and self-control depletion. We collected web-based survey data twice daily for 14 days from 1,442 participants across the United States and used multilevel modeling to examine relations between daily stressors and self-control depletion. Daily stressors predicted subsequent self-control depletion and self-control depletion predicted daily stressors. Further, the overnight effects remained for self-control depletion on stressors but diminished for the effects of stressors on self-control depletion. Depletion had its weakest impact on participants who reported high mean levels of stressors. These results suggest that stressful events and self-control depletion may create negative spirals, but that these negative spirals can be mitigated by sleep. Further research is needed to better understand more about the reciprocal associations between self-control depletion and daily stressors and potential interruptions of these associations, such as sleep or self-control-enhancing events.