The reciprocal interaction between the immune system and sleep regulation has been widely acknowledged but the cellular mechanisms that underpin this interaction are not completely understood. In the present study, we investigated the role of macrophages in sleep loss- and cold exposure-induced sleep and body temperature responses. Macrophage apoptosis was induced in mice by systemic injection of clodronate-containing liposomes (CCL). We report that CCL treatment induced an immediate and transient increase in non-rapid-eye movement sleep (NREMS) and fever accompanied by decrease in rapid-eye movement sleep, motor activity and NREMS delta power. Chronically macrophage-depleted mice had attenuated NREMS rebound after sleep deprivation compared to normal mice. Cold-induced increase in wakefulness and decrease in NREMS, rapid-eye movement sleep and body temperature were significantly enhanced in macrophage-depleted mice indicating increased cold sensitivity. These findings provide further evidence for the reciprocal interaction among the immune system, sleep and metabolism, and identify macrophages as one of the key cellular elements in this interplay.