This work aims at assessing the maturational changes in the interdependence between the activities of different cortical areas in neonates during active sleep (AS) and quiet sleep (QS). Eight electroencephalography (EEG) channels were recorded in 3 groups of neonates of increasing postmenstrual age. The average linear (AVL) and average nonlinear (AVN) interdependencies of each electrode region with the remaining ones were calculated using the coherence function and a recently developed index of nonlinear coupling between 2 signals in their state spaces, respectively. In theta band, AVL increased with neonate's age for central and temporal regions during QS. In beta band, AVL increased for most cortical regions during QS and a parallel decrease of AVL with neonate's age was found during AS. For all regions, beta AVL was greater in AS than in QS in preterm neonates but the reverse happened in older term neonates. Contrarily to AVL, AVN decreased with age during QS for most cortical regions. Surrogate data test showed that the interdependencies were nonlinear in preterm and younger term neonates but in older term both linear and nonlinear interdependencies coexisted. It is concluded that neonatal maturation is associated with changes in the magnitude and character of the EEG interdependencies during sleep.