Sedation and analgesia are important components of care for critically ill patients. Avoiding over-as well as undersedation is of utmost importance as both states carry considerable risks and may influence outcome. The management of sedation has changed dramatically over the past two decades from providing a dosage level by which the patient was kept in a deep stage of anaesthesia to a current dosing strategy allowing the administration of drugs in line with individual need, resulting in most cases in a slightly sedated, cooperative patient. The importance of monitoring the level of sedation and analgesia has only recently been realised. Most importantly, regularly determining the appropriate level of sedation and analgesia as well as monitoring the desired level of sedation will help to minimise the adverse effects of sedation. Clinical sedation scales are, however, subjective, and most lack proper validation. Thus, an objective measure of sedation, such as the use of processed electroencephalogram (EEG) parameters is desirable. Processed EEG algorithms such as the bispectral index were initially introduced into clinical practice as a tool to assess the depth of anaesthesia objectively in the operating room. However, patients under general anaesthesia differ from those in an intensive care unit. Accordingly, most results from studies evaluating the performance of processed EEG parameters in critically ill patients have not been satisfactory. At present, monitoring sedation with processed EEG parameters cannot generally be recommended. However, in special situations such as deep sedation and neuromuscular blockade, in which clinical sedation scales are prone to failure, the bispectral index may help to assess the level of sedation.