This research assesses the development of the night-activity rhythm and quality of sleep during course of treatment among patients with unipolar or bipolar depression and receiving antidepressant treatment plus quetiapine. Twenty-seven patients with major depressive episode were included into a 4-week follow-up study and compared with 27 healthy controls. Motor activity was continuously measured with an electronic wrist device (actigraphy), sleep was assessed with the Pittsburgh Sleep Quality Index, and patients were clinically assessed with the Hamilton depression score. All patients received a standard antidepressant treatment plus quetiapine. Whereas we found a rapid and maintaining improvement of subjective sleep parameters during the 4-week study, we observed a rapid improvement of some objective sleep parameters (actigraph) within the first week, but no further significant change of objective sleep parameters during the rest of the study. Another main finding of this study is that changes of subjectively and objectively assessed sleep parameters do not necessarily reflect clinical improvement of depression during the same timeline. Despite partial clinical remission, objective sleep parameters still showed significantly different patterns compared with controls. This study is the first to examine the effect of quetiapine on locomotor activity alongside with sleep in depression. As the studied patients with depression showed improvement in subjective and objective sleep parameters, quetiapine may be a promising drug for patients with depression and insomnia. Further studies need to investigate in detail the timeline of clinical remission and alterations of objective and subjective sleep parameters.