One of the most challenging diagnostic categories within tumors of the sinonasal tract is the small round blue cell tumors. Biopsies are usually small and limited, resulting in considerable diagnostic difficulty for practicing surgical pathologists. These tumors share several overlapping histologic and immunophenotypic findings while also showing considerable variation within and between cases. Specific tumor site of origin, imaging findings, and clinical findings must be combined with the histology and pertinent ancillary studies if the correct diagnosis is to be reached. Discrimination between neoplasms is critical as there are significant differences in therapy and overall outcome. It is important to have a well developed differential diagnosis for this category of tumors, where each of the diagnoses is considered, evaluated, and either confirmed or excluded from further consideration. In an undifferentiated tumor, showing a small round blue cell morphology, using the mnemonic 'MR SLEEP' helps to highlight tumors to consider: melanoma, mesenchymal chondrosarcoma, rhabdomyosarcoma, sinonasal undifferentiated carcinoma, squamous cell carcinoma (including NUT carcinoma), small cell osteosarcoma, lymphoma, esthesioneuroblastoma (olfactory neuroblastoma), Ewing sarcoma/primitive neuroectodermal tumor, pituitary adenoma, and plasmacytoma. A panel of pertinent immunohistochemistry studies, histochemistries and/or molecular tests should aid in reaching a diagnosis, especially when taking the pattern and intensity of reactions into consideration.