After one accommodation night, sleep EEG recordings were performed during three consecutive nights in ten drug-free inpatients presenting generalized anxiety disorder (GAD) with significant depression, compared with a age- and sex-matched group of patients with GAD and a group of primary major depressive disorder (MDD) patients. GAD patients with depression did not differ from GAD patients in any sleep variable. Patients with MDD showed more stage shifts and a greater number of awakenings than patients with GAD. REM latency was significantly shorter in MDD patients than in the other groups, and may thus help to differentiate anxious from depressed patients.