The interaction between sleep and thermoregulation leads to different thermoregulatory responses depending on the sleep stage and alterations in sleep when in a cool or warm environment. In the human adult, differences in thermoregulatory efficiency during rapid eye movement (REM) sleep and slow wave sleep (SWS) are less pronounced compared to other mammals: although thermoregulatory processes persist in REM sleep, they are less efficient than during SWS. Cold and warm loads disturb the efficiency and structure of sleep. The duration of REM sleep and (to a lesser extent) of SWS decreases. In contrast, pre-sleep warm loads enhance SWS and improve sleep continuity. This procedure may promote and maintain sleep in depressed patients, whose sleep and body temperature rhythms are modified. In contrast to adults, homeothermic processes in neonates are maintained or even enhanced during active sleep (AS) when compared to quiet sleep (QS). Sleeping in a cool environment increases the duration of AS at the expense of QS. As a result, the thermoregulatory function overcomes the need to conserve energy that would otherwise lead to increased QS. An interaction between sleep, respiration, and thermoregulation may be involved in Sudden Infant Death Syndrome: an alteration in the thermal balance may perhaps induce respiration instability, especially during AS.