A baby's age is the most important factor when it comes to figuring out why he or she might be crying at night while fast asleep. A newborn baby may cry during REM sleep as he or she becomes accustomed to their new routine outside of the womb, while a baby who is a few months old and transitioning to adult sleep patterns may cry when they or enter lighter sleep stages. A child may start having nightmares around a year old, which can cause them to cry or show other signs of distress during active sleep.