I have this issue sometimes as well. I think that it has to do with the fact that you have to calm your mind down to sleep.

I cope with depression by keeping my mind busy throughout the day and avoiding things that might trigger depression for me whenever possible. Because I can't keep my mind busy when trying to go to sleep, it isn't that uncommon for me to feel like crying.

I guess this might explain my sleep issues. I just hope that you find a solution because I'm still looking for one.