Human sleep/wake cycles follow a stable circadian rhythm associated with hormonal, emotional, and cognitive changes. Changes of this cycle are implicated in many mental health concerns. In fact, the bidirectional relation between major depressive disorder and sleep has been well-documented. Despite a clear link between sleep disturbances and subsequent disturbances in mood, it is difficult to determine from self-reported data which specific changes of the sleep/wake cycle play the most important role in this association. Here we observe marked changes of activity cycles in millions of twitter posts of 688 subjects who explicitly stated in unequivocal terms that they had received a (clinical) diagnosis of depression as compared to the activity cycles of a large control group (n = 8791). Rather than a phase-shift, as reported in other work, we find significant changes of activity levels in the evening and before dawn. Compared to the control group, depressed subjects were significantly more active from 7 PM to midnight and less active from 3 to 6 AM. Content analysis of tweets revealed a steady rise in rumination and emotional content from midnight to dawn among depressed individuals. These results suggest that diagnosis and treatment of depression may focus on modifying the timing of activity, reducing rumination, and decreasing social media use at specific hours of the day.