Objective To explore the influence of different dimensions of chronic stress on objective sleep structure of patients with depression. Methods Using the convenient sampling method， a total of 101 patients with depression treated in the Department of Psychiatry of the First Hospital of Hebei Medical University， from December 2018 to August 2019， were enrolled to complete the examination of Life Event Scale （LES） and Polysomnography （PSG）. According to LES score，the subjects were divided into chronic stress group （n=70） and non-chronic stress group（n=31）. According to the number， nature and intensity of stress events，the chronic stress group was further divided into high total stress group and low total stress group， high positive stress group and low positive stress group， high negative stress group and low negative stress group， with 35 cases in each group. The differences of PSG results among the groups were compared. Results There was significant difference in the number of microarousal ［74.0 （46.3，112.3） times vs 58.0 （28.0， 92.0） times］ and microarousal index ［11.7 （7.3， 16.4） times/h vs 9.2 （4.6， 12.8）times/h］ between chronic stress group and nonchronic stress group （Z=-2.103，-2.113；P＜ 0.05）. There was significant difference in the proportions of nonrapid eye movement （NREM） 3 ［0（0，3.75）% vs 13.5（0，35.0）%］ between the high total stress group and low total stress group （Z=-3.100， P ＜ 0.01）. The apnea-hypopnea index （AHI） ［0.1（0，0.9） times/h vs 0.8（0.1， 9.9） times/h］， the number of hypoventilations ［1.0（0，4.0） times vs 5.0（0， 50.5） times］， and the number of apnea + hypoventilation ［1.0（0，6.5） times vs 5.0（0， 67.0） times］ were significantly different between the high positive stress group and the low positive stress group （Z=-2.351， -2.631， -2.227； P＜ 0.05）. The proportion of rapid eye movement （REM） phase ［13.4（7.3，17.9）% vs 8.2（2.9，15.3）%］， the proportion of NREM phase 3［0 （0，5.5）% vs 6.5（0，34.8）%］， the number of hypoventilation ［1.0（0，4.5） times vs 6.0（0.5，43.0） times］， the number of apnea + hypoventilation ［1.0（0， 5.0） times vs 7.0（0.5，47.0） times］， and the comparison of AHI ［0.1（0，0.8） times/h vs 1.6（0.1，9.9） times/h］were significantly different between the high negative stress group and the low negative stress group（Z=-1.968，-2.428，-2.498，-2.161，-2.088； P＜ 0.05）. Conclusions Chronic stress can lead to the increase of sleep microarousal and the decrease of NREM phase 3 proportion in patients with depression. High intensity negative stress is more likely to increase the proportion of REM phase and decrease the proportion of NREM phase 3. High stress intensity may reduce AHI in patients with depression.