Daily rhythms regulate everiday life and sleep/wake alternation is the best expression of this. Disruptions in biological rhythms is strongly associated with mood disorders, often being the major feature of this, major depressive disorder first of all. Although stabilization of rhythms produced by treatments have important outcome on therapeutic efficacy, insomnia often remains an unresolved symptom when major depression has otherwise been successfully treated with antidepressant. We review scientific literature in order to better clarify how to better approach insomnia as a clinical aspect to investigate and to early treat while treating other psychiatric conditions, major depression in particular. Insomnia is associated with impaired quality of life. It can be resolved with adequate diagnosis and treatment: it should be considered a comorbid condition and should be early identificated and treated in a multidisciplinary way, so that the ideal of treatment for patients with treatment resistant insomnia in major depression is an integration of non-pharmacologic measures, along with judicious use of medication, often used as an adjunctive therapy.