Objective The method of chronic unpredictable moderate stress combined with rapid and chronic improvement of multi platform water environment sleep deprivation was used to duplicate the rats model of depressive insomnia. Methods 84 Sprague Dawley rats were randomly divided into blank control group, environmental control group, chronic unpredictable moderate stress group (CUMS), 72 h sleep deprivation group ( 72 h SD), chronic unpredictable moderate stress + 72 h sleep deprivation group (CUMS + 72 h SD), 21 days sleep deprivation group (21 d SD), chronic unpredictable moderate stress + 21 days sleep deprivation group (CUMS + 21 d SD), 7 groups, 12 in each group. Weight measurement and food consumption statistics were conducted weekly. Behavioral tests in rats after 14 days of stress modeling and the end of compound modeling were carried out to test the depression and insomnia like behavior of rats. The contents of CRH, ACTH, CORT, Glu, GABA in hypothalamus were detected by ELISA. The contents of NE, 5-HT and DA in hypothalamus of rats were determined by HPLC-ECD. HE staining was used to observe the pathological changes of hypothalamus. Results Compared with the blank control group, CUMS + 72 h SD group and CUMS + 21 d group showed a significant decrease in body weight growth rate and food intake, a significant decrease in the number of autonomous activities, an increase in fecal particles, a significant increase in immobility time in forced swimming, a significant decrease in sugar water consumption, an increase in sleep latency, and a significant reduction in sleep duration, especially in CUMS + 21 d. The contents of CRH, ACTH and CORT in serum, Glu and GABA in hypothalamus were abnormal, contents of monoamine transmitters in hypothalamus were significantly decreased, the arrangement of neurons in hypothalamus was disordered, the gap was enlarged, and the vacuole shape was significant. Conclusions The rat model of depressive insomnia can be duplicated stably by using the method of chronic unpredictable moderate stress combined with sleep deprivation of multi platform water environment for 21 consecutive days.