To evaluate the effect of long-term moderate aerobic exercise on sleep, quality of life, and mood of individuals with chronic primary insomnia, and to examine whether these effects differed between exercise in the morning and exercise in the late afternoon. Nineteen sedentary individuals with chronic primary insomnia, mean age 45.0 (standard error [SE] 1.9) years, completed a 6-month exercise training protocol, randomized to morning and late-afternoon exercise groups. Combining polysomnographic data across both time points, this study found a significant decrease in sleep onset latency (from 17.1 [SE 2.6] min to 8.7 [SE 1.4] min; P<0.01) and wake time after sleep onset (from 63.2 [SE 12.8] min to 40.1 [SE 6.0] min), and a significant increase in sleep efficiency (from 79.8 [SE 3.0]% to 87.2 [SE 1.6]%) following exercise. Data from sleep diaries revealed significant improvement in sleep onset latency (from 76.2 [SE 21.5] min to 80.3 [SE 7.4] min) sleep quality (from 41.5 [SE 5.2]% to 59.4 [SE 6.6]%) and feeling rested in the morning (from 50.8 [SE 5.3] to 65.1 [SE 5.0]). There were generally no significant differences in response between morning and late-afternoon exercise. Following exercise, some quality-of-life measures improved significantly, and a significant decrease was seen in the following Profile of Mood State measures: tension-anxiety (from 7.2 [SE 1.0] to 3.5 [SE 1.0]), depression (from 5.9 [SE 1.2] to 3.3 [SE 1.1]) and total mood disturbance (from 9.2 [SE 4.8] to -1.7 [SE 4.8]). These effects did not vary between morning and late-afternoon exercise. Long-term moderate aerobic exercise elicited significant improvements in sleep, quality of life and mood in individuals with chronic primary insomnia.