Run through your bedtime routine with the lights on, then place your baby in the crib drowsy but awake. Expect some tears, especially if she's used to falling asleep in your arms. For the first three nights, sit next to the crib in a chair, offering gentle, intermittent reassurances and occasional touches. If she becomes hysterical you can pick her up, but put her back as soon as she calms down. Stay beside the crib until she's sound asleep. Respond to night wakings the same way.
“I always say bedtime and nap routines can start from day 1. A child is never too young to learn healthy sleep habits and routines! But to get a baby sleeping through the night there are a few things I check. The baby should be at least 15 lbs, no medical concerns, and on a healthy growth curve approved by their pediatrician. If all these points are met, then I'm ready to start getting that little one sleeping through the night!"
"By the time your baby is 3 months old and has developed a fairly predictable 24-hour pattern, it becomes more important for you to provide increasingly consistent structure. If you do your best to establish a reasonable and consistent daily routine and keep to it as much as possible, then it is likely that your child will continue to develop good patterns. If instead you allow the times of your child's feedings, playtimes, baths, and other activities to change constantly, chances are his sleep will become irregular as well."

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"My 3-month-old doesn't sleep through the night, and it's fine with me. I keep her in her crib or a bassinet until her 3 a.m. feeding, and then she joins my husband and me until we get up for work. She won't go in her crib unless she's already asleep, usually from nursing and rocking, but she'll fall asleep in her bassinet beside our bed. She's happy and we're happy, and even if it goes against the wisdom of the experts, it's working for us."

Most experts recommend starting when your baby is between 4 and 6 months old. By about 4 months, babies have typically started to develop a regular sleep-wake cycle and dropped most of their night feedings. These are signs they may be ready to start sleep training. Many babies this age are also developmentally able to sleep for long stretches at night.
Nicole Johnson is the founder and lead sleep consultant of The Baby Sleep Site®. Since she began in 2008, and with the help of her team of sleep consultants, she has helped over 40,000 families improve their sleep. She has also held a position on the board of the International Association of Child Sleep Consultants (IACSC) since 2015. Millions of visitors land on The Baby Sleep Site each year, and Nicole and her team are here to find solutions for your family’s sleep problems that will match your baby's temperament and your parenting style.
There are many different sleep training methods to choose from, but the most common methods are one of or a variation of one the five we've explained below. You might find that one of these methods sounds like it would be a perfect match for you, OR you might find aspects from each plan that you like. Just like Melissa said, don't feel like you need to stick to a certain method 100%. Make the plan work for you! 
"As you modify your baby's sleep behavior, you are going to have to give up middle-of-the-night crutches, known as negative associations, that may get her back to sleep in the short run but won't prevent her from popping up again in an hour. She may resist the change. The behavior may even get worse before it gets better as she adjusts to new routines, to new positive associations."

The idea behind extinction (or full extinction to differentiate it from graduated extinction) is that you want to extinguish the behaviour (crying) by not responding to it. As with the check-and-console method, go through your bedtime routine, put them in their crib awake, say good night and walk out. This is certainly the most controversial sleep-training method, and even experts disagree on what you should do next—it all depends on what stage your baby is at developmentally, as well as what works for the parents.
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