Sleep apnoea (OSA), a common sleep disorder, is well recognised as a cause of morbidity including psychiatric disorders. There is increasing recognition of the link between OSA and depression. Sleep changes are intrinsic to depressive disorders, most notably disturbances of REM sleep; OSA causes predominantly REM sleep disturbances. The neuro-vegetative features of depression are similar or identical to the symptoms of OSA-an issue which has not achieved wide clinical recognition. A growing number of studies confirm the statistical link between the two conditions. The implications are twofold: OSA needs to be excluded in cases of chronic or resistant depression and treatment of OSA will make it easier to treat the primary depressive disorder. A new method of treatment for OSA, the Sullivan continuous positive airway pump (CPAP), raises the theoretical possibility of treating depression by this means as well.