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Sleep-deprivation protocols are useful to examine the consequences of inadequate or insufficient sleep on health. By employing different paradigms of sleep deprivation or sleep restriction in humans and animals, numerous laboratories have come to the conclusion that insufficient sleep is stressful. Particularly, activation of stress response systems – the locus coeruleus/ adrenal medulla and the hypothalamic–pituitary–adrenal (HPA) axis – appears to be a caveat of instrumental methods to induce REM-sleep deprivation. However, not all effects of REM-sleep deprivation are mediated by increased secretion of glucocorticoids (the final outcome of HPA axis activation) nor are these effects common to other protracted stressors. Therefore, the present chapter presents an overview of the very peculiar form of stress represented by inadequate or insufficient sleep, by means of REM-sleep deprivation.