Previous studies have noted the crucial role of excessive daytime sleepiness (EDS) in the course of depressive illness, and more recently, a few studies documented its strong associations with an increased risk of suicide. While insomnia is associated with heightened emotional reactivity, suicidal behaviors, and increased relapses and recurrence. Our main hypothesis is that major depressive episodes (MDE) with insomnia and EDS are associated with more severe manifestations of depression. However, to date, no study has directly compared MDE with insomnia without EDS (Ins), and MDE with insomnia with EDS (InsEDS) using both subjective biomarkers (administration of self-assessment questionnaires for psychiatric evaluation and sleep complaints) and objective biomarkers (of sleep and circadian rhythms (using actigraphy). The InsEDS group, compared to the Ins group, exhibited significantly increased suicidal ideation, larger seasonal impacts on mood, alterations in sleep duration, weight, appetite, energy levels, and social activities throughout the year. Furthermore, they had significant delayed onset of daily activity measured with actigraphy. These findings provided new insights into the link between suicide, sleep, alertness, and biological clock. They also hold significant implications for identifying individuals with more severe depressive manifestations and for developing tailored and personalized therapeutic strategies.