Insomnia plays a critical role in the onset and maintenance of Major Depressive Episode (MDE). Cognitive behavioral therapy for insomnia (CBT-I) can successfully improve the sleep of patients with insomnia and MDE. Nonetheless, the factors influencing CBT-I’s effects in MDE remain uncertain. This study aimed to identify predictors of insomnia improvement following CBT-I, as well as predictors of insomnia response, remission in patients with MDE and specific insomnia subtypes. Initially, we compared a 4-session weekly CBT-I treatment to baseline sleep education (SE) in a control group. This confirmed CBT-I’s positive effects and the need to explore predictive factors. Notably, treatment-resistant depression (TRD) predicted reduced insomnia severity with CBT-I. Patients exhibiting seasonal fluctuations in depressive symptoms and sleep patterns throughout the year, or having daytime dysfunction, experienced enhanced CBT-I efficacy, especially for early awakenings insomnia. Conversely, shorter sleep duration predicted a less favorable response to CBT-I, less improvement in daytime dysfunction and sleep disturbance worries. Additionally, MDE with suicide attempts predicted a poorer improvement of daytime dysfunction. Further research is essential to comprehensively grasp the mechanisms behind CBT-I’s heightened effectiveness in MDE patients with TRD and seasonal fluctuations.Copyright © 2023. Published by Elsevier B.V.