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Motor performance (MP) is essential for maintaining functional independence, particularly in later life. However, the relationship between MP and sleep quality, depressive symptoms, and their underlying brain substrates remains obscure. We employed four samples of younger/mid-to-older adults (n = 1,954) from the Human Connectome Project-Young Adult (HCP-YA), HCP-Aging (HCP-A), and enhanced Nathan Kline Institute-Rockland sample (eNKI-RS) to assess the replicability of our findings. Using canonical correlation analyses within a machine learning framework, we investigated the associations of sleep quality, depressive symptoms, and grey matter volume (GMV) with MP. In the combined model of the HCP-YA sample, a canonical variate of better sleep, mild, sub-clinical depressive symptoms, and altered GMV of several cortical (including precentral and fusiform gyrus), thalamus, and cerebellar brain regions was associated with a canonical variate of better MP (r = 0.2, SD = 0.05). This pattern was conceptually replicated in the young eNKI-RS sample (r = 0.25, SD = 0.13). In the HCP-A sample, a variate of better sleep quality, fewer depressive symptoms, and increased GMV was associated with a variate of MP (r = 0.18, SD = 0.1), but these findings did not replicate in the mid-to-older eNKI-RS sample (r = 0, SD = 0.12). Across all samples, variates of increased GMV were associated with variates of better MP, suggesting potential neuroanatomical underpinnings. We observed age-related variations in the multivariate associations between sleep quality, depressive symptoms, and GMV with MP.