According to http://www.clinical-depression.co.uk/cycle-of-depression-diagram/, depression is a cycle of cause-and-effect, and one of the steps in the cycle is a sleep disorder. The list multiple places to break the cycle. I've had some luck with this -- Pennebaker's confession technique seems to get rid of rumination pretty well. (Specifically, sit and write about the issue daily for maybe 30 minutes per session, until it gets boring and you don't want to think about it any more. The eventual goal of the writing is to create a coherent narrative that explains both the facts and how you feel about them, but the essential part of the writing process is that you must keep writing; don't edit.)