The multifactorial nature of Alzheimer’s disease (AD) has led scientific researchers to focus on the modifiable and treatable risk factors of AD. Sleep fits into this context, given the bidirectional relationship with AD confirmed by several studies over the last years. Sleep disorders appear at an early stage of AD and continue throughout the entire course of the pathology. Specifically, sleep abnormalities, such as more fragmented sleep, increase in time of awakenings, worsening of sleep quality and primary sleep disorders raise with the severity and progression of AD. Intervening on sleep, therefore, means acting both with prevention strategies in the pre-clinical phase and with treatments during the course of the disease. This review explores sleep disturbances in the different stages of AD, starting from the pre-clinical stage. Particular attention is given to the empirical evidence investigating obstructive sleep apnea (OSA) disorder and the mechanisms overlapping and sharing with AD. Next, we discuss sleep-based intervention strategies in the healthy elderly population, mild cognitive impairment (MCI) and AD patients. We mention interventions related to behavioral strategies, combination therapies, and bright light therapy, leaving extensive space for new and raising evidence on continuous positive air pressure (CPAP) treatment effectiveness. Finally, we clarify the role of NREM sleep across the AD trajectory and consider the most recent studies based on the promising results of NREM sleep enhancement, which use innovative experimental designs and techniques.