"Sleep Alone" is the third single from Bat for Lashes' second album Two Suns, released on 6 September 2009 as a download-only double A-side single with "Moon and Moon". The song was announced to be the third single on Bat for Lashes' official website. Bat for Lashes performed "Sleep Alone" live on Late Night with Jimmy Fallon on 12 August 2009.