Sleep and I have a love-hate relationship. I have tried everything--all the techniques you hear about. I do think it's rather a vicious circle--I'm depressed and no energy and tired, go to bed but because my body didn't do anything during the day my physical body isn't tired and my mind won't shut off so I stay up late, toss and turn, wake up 4 or 5 times and sleep 3-4 hours per night. Next day I'm tired and depressed, tired from no sleep and tired because my mind won't shut down, won't stop the negative thinking. So if you can find a way to really sleep deeply, I think you'll feel better equipped to handle the depression. (As I yawn as I type this!!)