It has been suggested that “fibrositis” or rheumatic pain modulation disorder (RPMD) is a varient of depressive illness. Both disorders are associated with abnormalities in sleep physiology. Since the clinical features of RPMD do not meet all the criteria for a major depressive disorder, the symptoms and sleep phsyiology in subjects with dysthmic disorder (DSM III criteria) (N = 6), and RMPD (N = 6) were compared, in order to determine the similarity between the two groups. The sleep physiology in dysthymic disorder was first examined over three consecutive nights since a systematic evaluation of the sleep physiology in this group of disorders has not yet been reported. All dysthymic patients showed episodic bursts of high-amplitude (75–150 microvolts) theta (3–5 Hz) bursts in stage 2 sleep, and REM onset latency was abbreviated only on night 2. The theta bursts have not been previously reported, and may be an early marker of disorganization of non-REM sleep in the dysthymic subjects. The comparison of the two groups revealed that RPMD subjects reported more pre- and post-sleep pain (p < 0.01), lighter sleep (p < 0.01), and more physical ailments during sleep (p < 0.01), and had more alpha (7–11.5 Hz) in non-REM sleep (p < 0.01). The dysthymic subjects who reported deeper sleep (p < 0.01), had a greater sleep continuity disturbance with longer stage 2 onset latency (p < 0.05), fewer hours of sleep (p < 0.05), more wakefulness after sleep onset (p < 0.05), more awakenings per hour of sleep (p < 0.01) and more stage changes per hour of sleep (p < 0.01), and showed theta bursts in stage 2 (p < 0.01). The distinctive symptoms and sleep physiologies in the two groups suggest that the two disorders are not related.