Chronic insomnia afflicts approximately 5-10% of the adult population in Western industrialized countries. Insomnia may be secondary, i.e. triggered and/or maintained by psychiatric/organic illnesses, the intake of prescribed/illicit drugs or alcohol, or by a combination of these factors. Insomnia can also occur as primary insomnia, caused by a psychophysiological hyperarousal process. In the present review a literature search was undertaken to identify longitudinal epidemiological studies which investigate the question whether primary insomnia at baseline predicts the development of depression at follow-up measurements. MEDLINE search for the medical subject headings insomnia and depression; identification of longitudinal epidemiological studies with at least two measurement points 1 year apart measuring insomnia and depression and indicating explicit criteria for both disorders. Eight relevant epidemiological studies were identified. Almost unambiguously insomnia at baseline significantly predicted an increased depression risk at follow-up 1-3 years later. As insomniac symptoms alone seem to be of predictive value for the development of depression in the succeeding years, it would be worthwhile to investigate if early adequate treatment is able to prevent psychiatric sequelae of primary insomnia.