The protein brain derived neurotrophic factor (BDNF) is a major contributor to neuronal plasticity. There is numerous evidence that BDNF expression is decreased by experiencing psychological stress and that accordingly a lack of neurotrophic support causes depression. The use of serum BDNF concentration as a potential indicator of brain alteration is justified through extensive evidence. Recently, we reported, for the first time, a relationship between BDNF and insomnia, since we could show that reduced levels of serum BDNF are correlated with sleep impairment in control subjects, while partial sleep deprivation was able to induce a fast increase in serum BDNF levels in depressed patients. Using a bi-directional stress model as an explanation approach, we propose the hypothesis that chronic stress might induce a deregulation of the HPA system leading in the long term to sleep disturbance and decreased BDNF levels, whereas acute sleep deprivation, can be used as therapeutical intervention in some insomniac or depressed patients as compensatory process to normalize BDNF levels. Indeed, partial sleep deprivation (PSD) induced a very fast increase in BDNF serum levels within hours after PSD which is similar to effects seen after ketamine infusion, another fast-acting antidepressant intervention, while traditional antidepressants are characterized by a major delay until treatment response as well as delayed BDNF level increase. Moreover, we revealed that stress experience and subjective sleep perception interact with each other and affect serum BDNF levels. We identified sleep as a mediator of the association between stress experience and serum BDNF levels.