Objective To examine the efficacy of using wake and light therapy as a supplement to standard treatment of hospitalized patients with depression. Method In this randomized, controlled study, 64 patients with moderate‐to‐severe depression were allocated to standard treatment or to the intervention, which additionally consisted of three wake therapy sessions in one week, 30‐min daily light treatment and sleep time stabilization over the entire nine‐week study period. Results Patients in the wake therapy group had a significant decrease in depressive symptoms in week one as measured by HAM‐D 17 , 17.39 (CI 15.6–19.2) vs. 20.19 (CI 18.3–22.09) ( P = 0.04), whereas no statistically significant differences were found between the groups in weeks two to nine. At week nine, the wake therapy group had a significantly larger increase in general self‐efficacy ( P = 0.001), and waking up during nights was a significantly less frequent problem (1.9 times vs. 3.2) ( P = 0.0008). In most weeks, significantly fewer patients in the wake therapy group slept during the daytime, and if they slept, their naps were shorter (week three: 66 min vs. 117 min P = 0.02). Conclusion The antidepressant effect initially achieved could not be maintained during the nine‐week study period. However, sleep and general self‐efficacy improved.