Purpose: The aim of the study was to analyze the effect of physical exercise on sleep quality in college athletes in Malaysia. Methodology: This study adopted a desk methodology. A desk study research design is commonly known as secondary data collection. This is basically collecting data from existing resources preferably because of its low cost advantage as compared to a field research. Our current study looked into already published studies and reports as the data was easily accessed through online journals and libraries. Findings: Research on college athletes in Malaysia reveals that regular physical exercise significantly improves sleep quality by increasing sleep duration and efficiency. Exercise reduces sleep latency, helping athletes fall asleep faster, and enhances deep sleep stages crucial for recovery. Additionally, physical activity aids in managing stress and anxiety, which are linked to poor sleep. However, the impact of exercise can vary depending on its intensity and timing. Unique Contribution to Theory, Practice and Policy: The theory of exercise and sleep interactions, the cognitive behavioral theory of insomnia (CBT-I) & the circadian rhythm theory may be used to anchor future studies on the effect of physical exercise on sleep quality in college athletes in Malaysia. Athletic trainers and coaches should design personalized exercise regimens that include a mix of aerobic, resistance, and flexibility exercises tailored to individual athletes' needs. Sports organizations and educational institutions should establish policies that recommend optimal timing for workouts. Research indicates that morning sessions are less disruptive to sleep than evening sessions, and such guidelines can help in scheduling training sessions to promote better sleep quality.