Sleep disturbances are almost always present in patients with depression. Though sleep disturbances generally abate with the resolution of depression, some patients continue to report poor sleep. Since a number of studies have demonstrated that insomnia increases the risk of new-onset depression and recurrence of depression, optimal management of insomnia associated with depression becomes an important clinical goal. Antidepressant agents have variable effects on sleep and in fact, some antidepressants seem to worsen sleep in patients with depression. This article reviews various treatment options in the management of patients presenting with insomnia and depression, including single agents, combination strategies and behavioral interventions.