Aging and menopause are associated with alterations of the sleep EEG, while age-related changes of the hypothalamo-pituitary-adrenal (HPA) axis remain controversial. Major depression is also associated with typical sleep-endocrine changes, including enhanced activity of the HPA axis, while an influence of age and gender on these alterations is less clear. To test the hypothesis that after menopause sleep-endocrine alterations associated with major depression are accentuated, we examined the sleep EEG and nocturnal hormone secretion (ACTH, cortisol, GH, estradiol, LH, FSH, and leptin) in 16 drug-free female patients, mostly with the first episode of a major depressive disorder (seven pre- and nine postmenopausal subjects) and 19 female controls (10 subjects in the early follicular phase and nine postmenopausal subjects). Nocturnal cortisol secretion was increased in postmenopausal patients with depression, while a decrease was noted in postmenopausal controls. Sleep alterations typically associated with depression, namely a reduction in sleep continuity and slow wave sleep (SWS) and an increase in REM density, were prominent in post- but not in premenopausal patients. An inverse correlation was noted between the decline in SWS and sleep continuity and FSH secretion in patients with depression, suggesting a role of menopause for these sleep-endocrine alterations typically associated with major depression. In contrast, in premenopausal patients we noted primarily a shift in SWS and delta-EEG activity from the first to the second non-REM period, which was not related to age or hormone secretion. Though the relatively small number of subjects per group precludes a definitive conclusion, our data open up the possibility that the sleep-endocrine changes typically associated with major depression are most prominent in postmenopausal patients. Whether the predominant alteration of the distribution of SWS and delta EEG activity in younger patients with a first episode of major depression has a predictive value for the future course of the disease remains to be investigated.