Background: Sleep disorders are usually associated with a wide range of psychiatric disorders, and are regarded as a characteristic feature of depression. Objectives: To report the current state-of-the-art in sleep research in depression and to present some of the principal theoretical models that explain these sleep disturbances. Methods: Literature review was carried out in the ISI and Medline databases. Results: Several studies have indicated alterations in sleep electroencephalographic patterns in subjects with depression. Some of the most frequent findings are disorders affecting the continuity and duration of sleep, reduction of phases 3 and 4 of sleep, decreased REM (rapid eye movements) sleep latency, and prolonged and intense first period of REM sleep. This technique is currently of limited use as a diagnostic tool in depression. Conclusions: AAlthough the pathophysiological mechanisms of sleep disorders in depression are complex, sleep studies play a key role in investigative research in depression, particularly in areas regarding prediction of responses to treatment, prognosis of relapses, and etiological models regarding depression.