Depressive illness beginning early in life can have serious developmental and functional consequences. Therefore, understanding its etiology and pathophysiology during this developmental stage is critical for developing effective prevention and intervention strategies. There is considerable evidence of sleep alterations in adult major depressive disorder. However, studies in children and adolescents have not found consistent changes in sleep architecture paralleling adult depression. This review article summarizes sleep polysomnography research in early-onset depression, highlighting the factors associated with variable findings across studies. In addition, potential avenues for future research will be suggested in order to develop more comprehensive theoretical models and interventions for pediatric depression.