Sleep is considered an important modulator of the immune response. Thus, a lack of sleep can weaken immunity, increasing organism susceptibility to infection. For instance, shorter sleep durations are associated with a rise in suffering from the common cold. The function of sleep in altering immune responses must be determined to understand how sleep deprivation increases the susceptibility to viral, bacterial, and parasitic infections. There are several explanations for greater susceptibility to infections after reduced sleep, such as impaired mitogenic proliferation of lymphocytes, decreased HLA-DR expression, the upregulation of CD14+, and variations in CD4+ and CD8+ T lymphocytes, which have been observed during partial sleep deprivation. Also, steroid hormones, in addition to regulating sexual behavior, influence sleep. Thus, we hypothesize that sleep and the immune-endocrine system have a bidirectional relationship in governing various physiological processes, including immunity to infections. This review discusses the evidence on the bidirectional effects of the immune response against viral, bacterial, and parasitic infections on sleep patterns and how the lack of sleep affects the immune response against such agents. Because sleep is essential in the maintenance of homeostasis, these situations must be adapted to elicit changes in sleep patterns and other physiological parameters during the immune response to infections to which the organism is continuously exposed.