Little is known about sleep in dairy cows. This study investigated the influence of stage of lactation on total lying time, rumination time and rapid eye movement (REM) sleep in dairy cows. Data on rumination and REM sleep was obtained by electrophysiological recordings in 19 high yielding dairy cows during 7 24-h recording sessions; late dry period, lactation week (wk) 2, 7, 13, 21, 37 and early in the next dry period. In addition, standing and lying was recorded using IceTag data loggers. During recordings cows were kept in individual pens with ad lib access to silage and water. Data analysis included total time and duration of bouts and was separated for daytime (05.00–21.00 h) and night (21.00–05.00 h). Effect of stage of lactation cycle and day/night distribution of activity was tested with a linear mixed model (SAS 9.4). In total, cows were lying down for 50 ± 4% of the time in the study, distributed as lying half of the night in early lactation (wk 2 and 13) and up to 2/3rds of the night in other stages of the lactation cycle. During daytime more time was spent standing than lying in all stages of lactation. Overall, lying bouts were longer at night than at daytime (51.7 ± 3 vs. 43.3 ± 3 min, P < 0.005) and standing bouts were shorter at night than at daytime (33.1 ± 3 vs. 58.8 ± 3 min, P < 0.001). Rumination time was longest in wk 7 (573 ± 23 min) and shortest in late dry period (458 ± 23 min) (P < 0.01) and bouts were longer at night than day (36.3 ± 1.2 vs. 29.7 ± 1.1 min, P < 0.001). REM sleep time was affected by stage of lactation (P < 0.05) with the longest time (52 ± 4 min) in late lactation (wk 37) and shortest in early lactation (34 ± 4 min). The main part of REM sleep was found at night and REM sleep bouts were longer at night than day (4.6 ± 0.1 vs. 4.1 ± 0.2 min, P < 0.001). Total lying time and rumination time found in this study was in accordance with previous findings. Cows rest lying down and even if total lying time during 24 h does not vary during the lactation cycle there is a variation in the distribution of the lying time between day and night and in the amount of REM sleep.