Many studies of sleep have tempted to establish a relation between environmental, ecological, and physiological variables and sleep duration. This article establishes unambiguously that there is a negative correlation between gestation and sleep durations in mammals. Gestation offers the advantage that one species is characterized by a precise value of its gestation time, with relative small variations, and it is a quantity that can easily be measured. The duration of gestation is a parameter which differs from other parameters that have been used for comparison, such as weight, brain size, and predatory danger. The review of all relevant research articles clearly demonstrates that those mammals, which have longer gestation period, experience less sleep. Within the class of mammals, precocial mammals, capable of moving at birth, show a relatively short amount of rapid eye movement (REM) sleep (a unique phase of mammalian sleep) that does not vary much after birth, while altricial species with a short gestation that are relatively more dependent at birth adjust their amount of REM sleep after birth and show longer sleep duration in-line with the present findings. The essential data on which this result is obtained has been deduced from an extensive and attentive review of previously published articles on mammalian sleep and mammalian gestation, among others. In answering the question "Why does species with a shorter gestation period need more sleep?", many similarities in behavior between the fetal state and REM sleep state have been identified. Even if at birth all sensory organs are fully developed, their functions have not been exercised, and it is proposed that the amount of REM sleep may be the time needed to strengthen adaptation of the senses to the external world and its components, such as light, sound, contact, taste, odors, and particularly cold and gravity. The assumption proposed is that REM sleep is needed to compensate for the short gestation. It is a period for the brain to reorder and rearrange all sensations accumulated during wake and prepare for the following wake period, and that REM sleep is a carry over of the fetal state.