Sleep disturbances are a very sensitive indicator, which allows identifying various psychic illnesses, especially depression. Irrelevant of the very nature of sleep disturbances, their presence can tell us about the onset of depression or its ending. The mechanism of sleep disturbances seems to be tightly bound with the physiology of depression. Besides physiological, neuroendocrine and behavioural parameters, which are altered in depression, sleep disturbances play a more exposed role in the recent years. This has been brought about by a better identification of daily rhythm disorders in major depressive disorder (MDD), bipolar disorder (BD) or seasonal affective disorder (SAD) and the discovery of a correlation between lowered mood and changes in the rhythm and level of melatonine secretion. Also, the discovery of the substance which is supposedly correcting the disordered circadian rhythm (agomelatine), means a step forward in the search for an effective treatment of depression. It is worthy to look closer into its regulatory effect on the disordered circadian rhythm, which is not only to give an antidepressive effect, but in a visible improvement of architecture and functioning during the day.