Depressive syndromes are frequent and heterogeneous brain conditions with more than 90% of patients suffering from sleep complaints. Better characterizing this "sleep" domain may allow to both better treat acute episodes with existing chronotherapeutics, but also to prevent the manifestation or recurrences of mood disorders. This work aims to i) review theoretical and fundamental data of chronotherapeutics, and ii) provide practical recommendations. Light therapy (LT) can be used as a first-line monotherapy of moderate to severe depression of all subtypes. LT can be also used as a combination with antidepressant to maximize patients' response rates, which has a clear superiority to antidepressant alone. Sleep deprivation (SD) is a rapid and powerful chronotherapeutic with antidepressant responses within hours in 45-60% of patients with unipolar or bipolar depression. Different strategies should be combined to stabilize the SD antidepressant effect, including concomitant medications, repeated SD, combination with sleep phase advance and/or LT (triple chronotherapy). Melatonin treatment is of interest in remitted patients with mood disorder to prevent relapses or recurrences, if a complaint of insomnia, poor sleep quality or phase delay syndrome is associated. During the acute phase, melatonin could be used as an adjuvant treatment for symptoms of insomnia associated with depression. The cognitive behavioral therapy for insomnia (CBT-I) can be recommend to treat insomnia during euthymic phases. The Interpersonal and social rhythm therapy (IPSRT) is indicated for the acute treatment of bipolar depression and for the prevention of mood episodes. Chronotherapeutics should always be associated with behavioral measures for healthy sleep.