Sleep disturbances are commonly experienced by depressed patients, and abnormalities of sleep architecture are among the most robust psychobiological correlates of major depression. Most antidepressants alter the physiological patterns of sleep and eventually improve sleep symptoms, along with other symptoms of depression. However, many antidepressants also have unwanted adverse effects on sleep, notably by causing or worsening insomnia, daytime sleepiness or sedation. This article briefly reviews the biology of sleep, the sleep disturbances associated with depression, and the therapeutic and adverse effects of antidepressants on sleep. It also describes a novel antidepressant, agomelatine, which improves symptoms of depression and rapidly relieves sleep complaints without sedative effects.