Abstract Background Sleep disorders are among the most common symptoms of depression. Both the ICD-10/11 and DSM‑5 list sleep disorders of all types as diagnostic criteria for depression, but these are not defined in detail. Objective This study focused on the prevalence of daytime sleepiness and associated sleep disorders in patients diagnosed with a severe depressive episode. Materials and methods In total, 192 inpatients with a moderate/severe depressive episode from an open acute psychiatric ward were included. Sleep history immediately after admission and sleep-related questionnaires, such as the Epworth Sleepiness Scale (ESS), Fatigue Severity Scale (FSS), and Regensburg Insomnia Scale (RIS), were collected. Polysomnographic assessment was performed in 82 patients with suspected sleep disorders. Patient groups (e.g., with and without sleepiness or apnea) were compared. Results The prevalence of daytime sleepiness (ESS > 10) was 25.3%. Fatigue and insomnia were reported in 66.7 and 75.7% of patients, respectively. Polysomnography revealed a prevalence of sleep apnea of 18.2%, and sleep apnea was newly diagnosed in 80% of these patients. Daytime sleepiness was more common in patients with undiagnosed sleep apnea. Patients with daytime sleepiness had more fatigue but did not have more severe depression. Conclusion The present results highlight the importance of assessing sleep history in psychiatric patients, especially those with depression. The ESS may be a useful tool to specifically assess daytime sleepiness as opposed to depression-related fatigue. A systematic assessment of sleepiness and specific sleep disorders, in particular sleep apnea, might contribute to improved treatment of inpatients with depression.