Prepare yourself for a few difficult nights. Hearing your baby cry can be excruciating, as every parent knows. During the waiting periods, set a timer and go to a different part of the house, or turn on some music, so you don't have to hear every whimper. As one BabyCenter parent says, "The first week could be rough. Try to relax and know that when it's all over, everyone in your household is going to sleep more easily and happily."
Thank you for your comment! We agree, and we think most parents do, that cry-it-out is a last resort, and we always recommend trying a gentle sleep coaching method first. That said, the research on cry-it-out is that, done correctly and not as a replacement for parenting your baby, it is not harmful, and can indeed be beneficial when you consider the damage that lack of sleep can do to a baby’s overall health and well-being. We have an article with further information about our philosophy on cry-it-out here: https://www.babysleepsite.com/sleep-training/cry-it-out-age/
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.

On the advice of a sleep consultant, Welk and her husband took away Greyson’s pacifier, moved his bottle to before his bath (so he wouldn’t associate feeding with going to sleep) and chose to start with a very gentle method (because he was only four months old at the time). Greyson’s dad put him in the crib and stood next to him, patting him until he fell asleep, for about a week. That went well, and then they started leaving him immediately after putting him in the crib without patting him fully to sleep. “For about a month, he would cry or fuss every night for 10 to 15 minutes before falling asleep,” recalls Welk. It was hard to hear her baby cry, but she feels confident that it was for the greater good because they were both well rested and happy during the day. Now, Greyson is 11 months old and a champ sleeper, having weaned himself from night feeds at seven months.
In the first several weeks of life, babies are hungry at night, leading to an apparent reversal of day and night and erratic sleep patterns. Fortunately, this usually resolves by about 3 weeks of age, after which your child settles into a three- or four-hour cycle, typically following a pattern of waking, feeding and sleeping. At this point, exposing your baby to natural light during the day can help encourage longer periods of daytime wakefulness and more sleep at night.
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 a last resort, I broke down and gave Ferber a try. It's been two and a half weeks, and I see no real improvement. My daughter goes down faster at night, but the crying breaks my heart. I miss snuggling with her. She still wakes up every 30 to 90 minutes after her first two-hour stretch. She shrieks when it's time for a nap. I broke down and nursed her to sleep for her afternoon nap because I couldn't stand to see her so exhausted."
"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."
"A young child cannot yet understand what is best for him, and he may cry if he does not get what he wants," Ferber writes. "If he wanted to play with a sharp knife, you would not give it to him no matter how hard he cried, and you would not feel guilty or worry about psychological consequences. Poor sleep patterns are also harmful for your child and it is your job to correct them."
This is considered a ‘cry’ method of sleep training. This technique entails allowing your baby to cry while checking on him at intervals. The goal here is to reassure him every so often that you are nearby and to reassure yourself that he is okay. When you go to check on your baby, you are not “supposed” to pick him up nor engage him much, but simply reassure him using your voice and a loving pat for 2-3 minutes, tops (watch the clock!). With this sleep training method, the goal is NOT to help baby fall asleep – that is what he is learning to do on his own! Instead, the idea is that he falls asleep on his own, in the same “environment” in which he will awaken periodically throughout the night. The knowledge of how to fall asleep unassisted at bedtime will pave the way for him/her to go BACK to sleep throughout the night. Over time, you gradually increase the amount of time between your ‘checks’. See a more detailed step-by-step explanation of this method here: The Ferber Method
Parents are often hesitant to go this route, worried about how much crying will be involved. While McGinn doesn’t deny it can be difficult at first, she finds parents are often surprised by how quickly it works. “Yes, there is a lot of crying, but it’s short term,” she says. “You might get a lot of crying for two to three nights, but then every night is less and less.” She says you should see significant improvement with this method by night three or four but adds that it’s important to try it for a week before determining that it’s not working.
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