Sleep adaptation in an unfamiliar environment, the so-called "first-night effect", is known to occur in healthy individuals. To avoid the confounding effects of the "first-night effect", the first-night sleep data are not used in most of sleep studies. In the present study, we examined changes of sleep adaptation in hospitalized patients with depression. Polysomnographic recordings were obtained for two consecutive nights from 14 patients, and sleep parameters were compared between both nights. Total sleep time, sleep latency, awakening times, movement awakening time, sleep efficiency, sleep architecture, rapid eye movement (REM) sleep latency, REM intensity, REM density, REM time, REM cycles, and other indicators showed no significant difference (p > 0.05) between the first and second nights. To conclude, hospitalized patients with depression have relatively less change in sleep adaptation, thus, the data from their first night do not need to be discarded.