Abstract: Changing times and advancements in technology have taken a toll on human health. Poor sleep quality is rampant in every age group thus an apharmacological cure is slowly becoming a necessity of the times. Exercises/physical activities are a strong contender in the race. But still a lot work has to be done to finally conclude about its efficacy as the treatment. This article aims at reviewing the relation between sleep quality and exercise. This article reviews the experimental and epidemiological work done on the topic along with the reviews published on the same. The emphasis here is on the studies done and the possible mechanisms underlying the relationship. The article also talks about the lacunae in research and future directions for research.