Poor sleep is a significant risk factor for depression across the lifespan and sleep problems have been hypothesised to contribute to the onset and maintenance of depression symptoms. However, sleep problems are usually not a direct target of interventions for depression. A range of non-pharmacological treatments can reduce sleep problems but it is unclear whether these interventions also reduce other depression symptoms. The aim of this review was to examine whether non-pharmacological interventions for sleep problems are effective in reducing symptoms of depression. We carried out a systematic search for randomised controlled trials of non-pharmacological sleep interventions that measured depression symptoms as an outcome. Forty-nine trials (n=5908) were included in a random effects meta-analysis. The pooled standardised mean difference for depression symptoms after treatment for sleep problems was -0.45 (95% CI: -0.55,-0.36). The size of the effect on depression symptoms was moderated by the size of the effect on subjective sleep quality. In studies of participants with mental health problems, sleep interventions had a large effect on depression symptoms (d=-0.81, 95% CI: -1.13,-0.49). The findings indicate that non-pharmacological sleep interventions are effective in reducing the severity of depression, particularly in clinical populations. This suggests that non-pharmacological sleep interventions could be offered as a treatment for depression, potentially improving access to treatment.