We study a kind of better recurrence than Kolmogorov's one: periodicity recurrence, which corresponds periodic solutions in distribution for stochastic differential equations. On the basis of technique of upper and lower solutions and comparison principle, we obtain the existence of periodic solutions in distribution for stochastic differential equations (SDEs). Hence this provides an effective method how to study the periodicity of stochastic systems by analyzing deterministic ones. We also illustrate our results.In the present paper, we will touch the problem. We find that the answer will be affirmative if the ODE has upper and lower solutions. This conclusion is somewhat unexpected, because no additional condition is added to the diffusion term besides the usual one. We believe that it is best possible to pose periodic solutions in distribution. As one pointed out ( see, for example, [21]), it is impossible to obtain periodic solutions in probability or moment for SDEs due to the effects of diffusion.Let us recall that there are many topological and analytic methods, such as degree theory, fixed point theorems in studying the existence of periodic solutions of deterministic differential equations. But for SDEs, these nonlinear methods do not work in general, due to lack of compactness. Khasminskii [14] defined periodic solutions in the sense of periodic Markov process. Recently, Ji et al. [11] studied periodic probability solutions to be periodic analogs of stationary measures for stationary Fokker-Planck equations. Chen et al. [5] gave a criterion analogous to Halanay's criterion to prove the existence of periodic solutions in distribution. Liu and Sun [19] established the existence of solutions which are almost automorphic in distribution for some semilinear SDEs with Lévy noise. Liu and Wang [20] obtained almost periodicity in distribution by Favard separation method. Tudor [28] proved the almost periodicity of the one-dimensional distributions of solutions under some hypotheses. Prato and Tudor [24] showed the existence of periodic and almost periodic solutions in distribution of semilinear stochastic equations on a separable Hilbert space. Zhao and Zheng [29] and Feng and Zhao [6, 7] made some interesting investigation on periodic solutions for SDEs in a kind of local periodicity.Additionally, there are a lot literature about monotone methods and comparison arguments in deterministic dynamical systems (see, for example, [26]). Especially, the upper and lower solutions method is an effective tool in dealing with periodic solutions [13,16,17,18,25]. In this paper, on the basis of upper and lower solutions, using stochastic comparison technique we try to prove the existence of periodic solutions in distribution. Of course comparison principle [1,10,23] is also powerful to investigate dynamics of nonlinear systems. However, to our knowledge, it seems the first time to give periodic solutions in distribution for SDEs by combining these technique. Therefore this paper provides some way to tackle the existence o...