Purpose <p>Decreased delta and increased alpha wave activity during sleep may be specific pathophysiological features of major depressive disorder; however, their usefulness as biomarkers remains unclear. We examined the use of mean alpha and delta wave power value indices during sleep to identify major depressive disorder using a portable electroencephalography device.</p> Methods <p>We compared the mean alpha and delta wave power value indices of six unmedicated patients with major depressive disorder and seven age- and sex-matched healthy controls using a portable electroencephalography device in this case-controlled study.</p> Results <p>The ratio of the mean alpha power values for the non-rapid and rapid eye movement periods was significantly lower in the major depressive disorder group (1.3 ± 0.2) than in the healthy group (2.3 ± 0.6; P = 0.004). The ratio of the mean delta power values for the non-rapid eye movement and rapid eye movement periods did not differ between groups but negatively correlated significantly with the Hamilton Rating Scale for Depression score (r = -0.784, P = 0.002). The area under the receiver operating characteristic curve (95% confidence interval) of the mean alpha power ratio for non-rapid eye movement and rapid eye movement periods for distinguishing the two groups was 0.93 (0.78–1.00), and both sensitivity and specificity exceeded 85% at a cut-off value ≤ 1.71.</p> Conclusion <p>The alpha- and delta-related power value indices may capture different aspects of major depressive disorder pathology.</p>