It is clear that insomnia and depression are intimately related, which may suggest an overlapping neurobiology. Although much progress has been made toward understanding how these disorders relate to each other, the exact neurobiological mechanisms that link them remain elusive. Sleep changes in depression may be associated with abnormal neurotransmission, genetic polymorphisms, HPA overactivity, impaired plasticity, or most likely a combination of factors. It is therefore crucial that sleep assessments go beyond traditional polysomnography to include a more expanded set of objective measures in the hope that these will uncover the common neurobiology that is thought to underlie insomnia and depression.