The primary objective of this study was to evaluate the relationship between exercise and sleep disturbance in a sample of individuals diagnosed with stage I, II, and III colorectal cancer (CRC) as patients transitioned off first-line treatment. We also sought to identify heterogeneity in the relationship between sleep disturbance and exercise. Data were obtained from the MY-Health study, a community-based observational study of adults diagnosed with cancer. Patient-Reported Outcomes Measurement Information System® (PROMIS) measures (e.g., PROMIS Sleep) were administered, and participants self-reported demographics, comorbidities, cancer treatment, and exercise. Regression mixture and multiple regression models were used to evaluate the relationship between sleep disturbance and exercise cross-sectionally at an average of 10months after diagnosis, and the change in sleep disturbance over a 7-month period, from approximately 10 to 17months post-diagnosis. Patients whose exercise was categorized as likely at or above American College of Sports Medicine's guidelines did not report statistically better sleep quality compared to patients who were classified as not active. However, retirement (B = - 2.4), anxiety (B = 0.21), and fatigue (B = 0.24) had statistically significant relationships with sleep disturbance (p < 0.05). Increase in exercise was not significantly associated with a decrease in sleep disturbance. No statistical heterogeneity was revealed in the relationship between sleep and exercise. Further prospective research using an objective measure of exercise is warranted to confirm or refute the nature of the relationship between exercise and sleep disturbance in individuals diagnosed with CRC transitioning off first-line treatment.