Prospective epidemiological studies suggest that sleep disturbance (ie, difficulties in sleep onset and sleep maintenance) is a robust predictor of major depression episodes and depression recurrence. In parallel, experimental endotoxin model support a role of innate immune activation (inflammation) in the aetiology of depression, yet the precise role played by sleep disturbance is poorly understood. Sleep disturbance may increase peripheral pro-inflammatory cytokines by upregulating NF-kB pathways, modulating gut-microbiota, autonomic and neuroendocrine (eg, HPA) activity.