Sleep disturbances are an integral feature of depressive disorders. Like the disorders themselves, the sleep disturbances associated with depression are heterogeneous, ranging from hypersomnia to marked difficulties maintaining sleep. These difficulties are to some extent age dependent and reflect abnormalities of central nervous system arousal. Moreover, the sleep disturbances associated with depression have both reversible, or state-dependent, and more persistent trait-like characteristics. Polysomnographic recordings can be used to document sleep maintenance difficulties, and they often also reveal reduced slow wave sleep, an early onset of the first episode of rapid eye movement (REM) sleep, and increased phasic REM sleep. A deficit of serotonergic neurotransmission, a relative increase in pontine cholinergic activity, and, perhaps, an excess of noradrenergic and corticotropin-releasing hormone activity have been implicated in the pathogenesis of the sleep disturbances of more severe depressive disorders. Antidepressant medications have class- and compound-specific effects on polysomnographic profiles. Unlike other antidepressants, bupropion may increase or intensify REM sleep. While no single effect of antidepressants on sleep neurophysiology is necessary or sufficient for treatment efficacy, differences in drug effects may provide important clues to selection of specific medications for particular patients.