Extensive research over the past 40 years shows that sleep deprivation is a quick, inexpensive and effective treatment for depression. So why isn't this more well known? Because keeping someone awake to induce euphoria only has short-term benefits, and isn't as convenient as taking a pill, points out professor Terry Sejnowski. Nonethless, the fact that depression can be treated this way suggests that there is something in the sleeping brain that brings on depression.