This review summarizes studies of sleep and other biological rhythms during the menstrual cycle, pregnancy and the postpartum period, focusing, where feasible, on studies in women who met DSM-IV (Diagnostic and Statistical Manual for Mental Disorders, 4th edition) criteria for a depressive disorder compared with healthy controls. The aim was to review supporting evidence for the hypothesis that disruption of the normal temporal relationship between sleep and other biological rhythms such as melatonin, core body temperature, cortisol, thyroid stimulating hormone (TSH) or prolactin occurring during times of reproductive hormonal change precipitates depressive disorders in predisposed women. Treatment strategies, designed to correct these altered phase (timing) or amplitude abnormalities, thereby improve mood. Although there may be some common features to premenstrual, pregnancy and postpartum depressive disorders (e.g. elevated prolactin levels), a specific profile of sleep and biological rhythms distinguishes healthy from depressed women during each reproductive epoch. Further work is needed to characterize more fully the particular abnormalities associated with each reproductive state to identify common versus distinctive features for each diagnostic group. This information could serve as the basis for developing more targeted treatment strategies.