Is there a role for melatonin in the treatment of anxiety? This video discusses the role of melatonin in the body and what we know about the impact of melatonin on sleep, anxiety, and pain. Melatonin is a hormone produced by the pineal gland in the brain in response to the presence or absence of daylight. Melatonin plays a significant role in the quality of sleep we experience and we do know that as we age the quantity of melatonin produced tends to decline.