Although the notion that sleep reduces stress has been proposed, it has not been investigated systematically whether sleep promotes adaptation or not. This study is intended to demonstrate that advantageous decision-making, a foundation of adaptive behavior, is promoted by brain activity during sleep. Chapter 1 presents a review of the relevant literature of sleep and adaptation. Chapter 2 demonstrates that advantageous decision-making is achieved better after sleep than after prolonged wakefulness. Chapter 3 explains that rapid-eye-movement density is higher at night after decision-making tasks than at night after a control task. Moreover, the increment of rapid-eye-movement density is correlated with improvement of advantageous decision-making. Chapters 4 and 5 present investigations of brain activity associated with rapid-eye-movements to clarify the fundamental promotion effect of REM sleep on advantageous decision-making. Chapter 4 shows that current sources of brain potential before rapid eye movements (pre-REM negativity) were estimated in the amygdala, insular and ventromedial prefrontal cortices. Previous studies have shown that these regions are associated with adaptive decision-making during wakefulness. Chapter 5 explains that gamma band EEG activity, which is thought to be associated with cognitive process during wakefulness, is enhanced following the onset of rapid eye movement. Chapter 6 proposes a process model related to effects of REM sleep on advantageous decision-making. This model demonstrates that brain activity associated with rapid-eye-movements functions to promote advantageous decision-making.