The Brain-Derived Neurotrofic Factor (BDNF) is one of the most important neurotrophins in the brain and it is suggested influences the activity of the serotonergic, noradrenergic and dopaminergic pathways. In the last few years, it has been hypothesized that BDNF level is related with depression and sleep. Several studies show that depressive subjects present low levels of BDNF in the brain. Poor sleep quality is also related with alterations in the BDNF concentration. Some authors argue that most of the cases show that impaired sleep quality increases the stress and, consequently, the vulnerability to depressive disorders, suggesting that there is a relationship between sleep, depression and BDNF levels.