Starting from the consolidated relationship between sleep and cognition, we reviewed the available literature on the association between Attention Deficit-Hyperactivity Disorder (ADHD) and sleep. This review analyzes the macrostructural and microstructural sleep features, following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses criteria (PRISMA). We included the polysomnographic studies published in the last 15 years. The results of macrostructural parameters are mixed. Almost half of the 18 selected investigations did not find differences between sleep architecture of children with ADHD and controls. Five studies observed that children with ADHD show a longer Rapid Eye Movement (REM) sleep duration than controls. Eight studies included microstructural measures. Remarkable alterations in sleep microstructure of ADHD are related to slow wave activity (SWA) and theta oscillations, respectively, during Non-REM (NREM) and REM sleep. Specifically, some studies found higher SWA in the ADHD group than controls. Similarly, higher theta activity appears to be detrimental for memory performance and inhibitory control in ADHD. These patterns could be interpreted as a maturational delay in ADHD. Also, the increased amount of these activities would be consistent with the hypothesis that the poor sleep could imply a chronic sleep deprivation in children with ADHD, which in turn could affect their cognitive functioning.