Sleep problems are a common complaint in the majority of people suffering from depression. While sleep complaints were traditionally seen as a symptom of mood disorders, accumulating evidence suggests that in many cases the relationship may be reverse as well. A long list of longitudinal studies shows that sleep complaints often precede the onset of depression and constitute an independent risk factor for the development of the disorder. Additionally, experimental studies in animals show that chronically restricted or disrupted sleep may gradually induce neurobiological changes that are very similar to what has been reported for depressed patients. The mechanisms through which insufficient sleep increases the risk for depression are poorly understood but may include effects of sleep disturbance on neuroendocrine stress systems, serotonergic neurotransmission, and various interacting signaling pathways involved in the regulation of neuronal plasticity and neurogenesis. Because sleep is considered to play a crucial role in regulating neuronal plasticity and synaptic strength, chronically insufficient sleep may contribute to depression through an impairment of these plasticity processes leading to altered connectivity and communication within and between brain regions involved in the regulation of mood.