To revise and critically summarize the available scientific evidence regarding the effect of exercise on sleep quality in patients with chronic kidney disease (CKD). A systematic review of randomized controlled trials (RCTs) and comparative studies was conducted, searching MEDLINE/PubMed, SPORTDiscus, and Scopus using keywords "Exercise", "Physical Activity", "Chronic Kidney Disease," and "Sleep". The methodological quality of included studies was assessed using the PEDRo and MINORS scales. A total of 8 RCTs and 3 comparative studies were included, showing a low (n = 1), fair (n = 7), and good (n = 3) methodological quality. Most of the studies included patients undergoing hemodialysis (HD) (n = 8). Self-reported sleep quality (n = 9), sleepiness (n = 2), and objective sleep status (n = 2) were the main outcomes analyzed. The most frequent exercise interventions included aerobic training (n = 7), resistance training (n = 2), or a combination of both (n = 4). Generally, exercise induced positive effects on the reported outcomes. Data synthesis indicated that participants who exercised obtained significant improvements on their self-reported sleep quality in comparison with those included in the control groups, with a mean difference in the Pittsburgh Sleep Quality Index of - 5.27 points (95% CI - 7.76, - 2.77; p < 0.001). Preliminary scientific evidence indicates that patients with CKD, especially those undergoing HD, report improvements in self-reported sleep quality after taking part in aerobic exercise programs, while combined training interventions yielded diverse findings. The effects of exercise on sleepiness and objective sleep status were backed by few studies with mixed results.