Sleep is characterized by a reduced response to external stimuli and a particular form of electroencephalographic (EEG) activity. Sleep is divided into two stages: REM sleep, characterized by muscle atonia, rapid eye movements, and EEG activity similar to wakefulness, and non-REM sleep, characterized by slow EEG activity. Around 80% of total sleep time is non-REM. Although it has been intensely studied for decades, the function (or functions) of sleep remains elusive. Sleep is a highly regulated state; some brain regions and several hormones and cytokines participate in sleep regulation. This mini-review focuses on how pituitary hormones and cytokines regulate or affect sleep and how sleep modifies the plasma concentration of hormones as well as cytokines. Also, we review the effects of hypophysectomy and some autoimmune diseases on sleep pattern. Finally, we propose that one of the functions of sleep is to maintain the integrity of the neuro-immune-endocrine system.