Insomnia predicts cardiovascular and non-cardiovascular disease mortality. This study evaluated EEG sleep, nocturnal sympathetic activity, and daytime measures of immune function in subjects with primary insomnia (n = 17) and patients with current major depression (n = 14) as compared to controls (n = 31). Insomniacs showed disordered sleep continuity along with nocturnal increases of average levels of circulating norepinephrine and decreases of natural killer cell responses, whereas depressed patients showed declines of natural killer cell activity, but no differences of EEG sleep or nocturnal catecholamines as compared to controls. Impairments of sleep efficiency correlated with nocturnal elevations of norepinephrine in the insomniacs but not in the depressives or controls. These data indicate that insomnia is associated with nocturnal sympathetic arousal and declines of natural immunity, and further support the role of sleep in the regulation of sympathetic nervous and immune system functioning.