Background More than half of healthcare university students are believed to experience inadequate sleep. The application of brain gym exercises is a relatively new concept that has shown potential for addressing a variety of cognitive and perceptual deficits. Nevertheless, its use in managing sleep disorders is still in the early stages. Though cognitive behavioral therapy (CBT) is still the standard treatment for sleep management, recent research suggests that brain gym exercises may help with sleep disorders like insomnia. Independent studies have demonstrated the efficacy of CBT and brain gym activities in treating sleep disorders. Yet, there remains a paucity of studies directly comparing these two methods in treating individuals with sleep disturbances. Aim and objectives To ascertain the effectiveness of brain gym exercises over cognitive behavioral therapy in improving sleep quality among healthcare university students. Method The experimental study comparing brain gym exercises and cognitive behavioral therapy interventions was conducted in Wardha, Maharashtra, India, from March 2023 to December 2023, with 60 subjects selected after considering inclusion and exclusion criteria. The protocol was administered for 4 weeks for 30 minutes per day. The baseline outcome measures were the insomnia severity index (ISI) and the Pittsburgh sleep quality index (PSQI). The outcome measure was used before and after 4 weeks of interventions to evaluate the outcome of the protocol. The software used in the analysis was SPSS 27.0 version and GraphPad Prism 7.0 version, and p<0.05 was considered as the level of significance. Result Post-treatment, evidence was observed for ISI (20.55, P = 0.0001) and PSQI (18.09, P = 0.0001) in Group A. Post-rehabilitation evidence was observed in Group B for ISI (19, P=0.0001) and PSQI (16.64, P=0.0001). The findings revealed a significantly higher mean difference between Group A and Group B, showing a considerable improvement in outcome measure scores within Group A relative to Group B. Conclusion The statistical analysis demonstrates a notable improvement in the pre-and post-scores of the ISI and PSQI following four weeks of brain gym exercises. In comparison, cognitive behavioral therapy showed comparatively less effectiveness in addressing insomnia. The observed improvement in sleep quality among students highlights that brain gym exercises have the potential to be a non-pharmacological alternative for managing mild to moderate insomnia.