Endogenous depression represents a severe mental health condition projected to become one of the worldwide leading causes of years lived with disability. The currently available clinical and non-clinical interventions designed to alleviate endogenous depression-associated symptoms encounter a series of inconveniences, from the lack of intervention effectiveness and medication adherence to unpleasant side effects. In addition, depressive individuals tend to be more frequent users of primary care units, which markedly affects the overall treatment costs. In parallel with the growing incidence of endogenous depression, researchers in sleep science have discovered multiple links between rapid eye movement (REM) sleep patterns and endogenous depression. Recent findings suggest that prolonged periods of REM sleep are associated with different psychiatric disorders, including endogenous depression. In addition, a growing body of experimental work confidently describes REM sleep deprivation (REM-D) as the underlying mechanism of most pharmaceutical antidepressants, proving its utility as either an independent or adjuvant approach to alleviating the symptoms of endogenous depression. In this regard, REM-D is currently being explored for its potential value as a sleep intervention-based method for improving the clinical management of endogenous depression. Therefore, this narrative review represents a comprehensive inventory of the currently available evidence supporting the potential use of REM-D as a reliable, non-pharmaceutical approach for treating endogenous depression, or as an adjuvant practice that could improve the effectiveness of currently used medication.