Sleep disorder is becoming a widespread problem in current society, and is associated with impaired cognition and emotional disorders. Progranulin (PGRN), also known as granulin epithelin precursor, promotes neurite outgrowth and cell survival, and is encoded by the GRN gene. It is a tumor necrosis factor α receptor (TNFR) ligand which is implicated in many central nervous system diseases. However, the role PGRN in sleep disorder remains unclear. In the present study, we found that sleep deprivation (S-DEP) impaired the memory and produced thigmotaxis/anxiety-like behaviors in mice. S-DEP increased the levels of TNFα but decreased PGRN levels in the hippocampus. The intracerebroventricular (ICV) injection of PGRN or intraperitoneal injection of TNFα synthesis blocker thalidomide (25 mg/kg), prevented the memory impairment and anxiety behaviors induced by S-DEP. PGRN treatment also restored dendritic spine density in the hippocampus CA1 region and neurogenesis in hippocampus dentate gyrus (DG). These results indicate that an imbalance between TNFα and PGRN contributes to memory impairment and thigmotaxis/anxiety caused by sleep deprivation.