Recent reports have suggested that brain-derived neurotrophic factor (BDNF) levels are reduced in individuals suffering major depressive disorder and these levels normalize following antidepressant treatment. Various antidepressants and electroconvulsive therapy are shown to have a positive effect on brain-derived neurotrophic factor levels in depressive patients. The aim of this study was to assess the effect of total sleep deprivation therapy on BDNF levels in major depressive patients. Patients were assigned to two treatment groups which consisted of 22 patients in the sertraline group and 19 patients in the total sleep deprivation plus sertraline group. Patients in the sleep deprivation group were treated with three total sleep deprivations in the first week of their treatment and received sertraline. Patients in sertraline group received only sertraline. BDNF levels were measured in the two treatment groups at baseline, 7th, 14th, and 42nd days. Patients were also evaluated using the Hamilton Rating Scale for Depression (HAM-D). A control group, consisting of 33 healthy volunteers had total sleep deprivation, BDNF levels and depression measured at baseline and after the total sleep deprivation. Results showed that serum BDNF levels were significantly lower at baseline in both treatment groups compared to controls. Decreased levels of BDNF were also negatively correlated with HAM-D scores. First single sleep deprivation and a series of three sleep deprivations accelerated the treatment response that significantly decreased HAM-D scores and increased BDNF levels. Total sleep deprivation and sertraline therapy is introduced to correlate with the rapid treatment response and BDNF changes in this study.