People suffering from both depression and insomnia may be interested in the following research study, the first one to find that insomnia can cause depression:

David Morawetz, "Insomnia and Depression: Which Comes First?"
Sleep Research Online 5(2): 77-81, 2003.
http://www.sro.org/2003/Morawetz/77/.

These results have since been replicated by other researchers.