Objectives: To evaluate the effects of exercise interventions on sleep disturbances and sleep quality in patients with mixed cancer diagnoses, and identify demographic, clinical, and intervention-related moderators of these effects. Methods: Individual patient data (IPD) and aggregated meta-analyses of randomized controlled trials (RCTs). Using data from the Predicting OptimaL cAncer RehabIlitation and Supportive care project, IPD of 2173 adults (mean age = 54.8) with cancer from 17 RCTs were analyzed. A complementary systematic search was conducted (until November 2018) to study the overall effects and test the representativeness of analyzed IPD. Effect sizes of exercise effects on self-reported sleep outcomes were calculated for all included RCTs. Linear mixed-effect models were used to evaluate the effects of exercise on post-intervention outcome values, adjusting for baseline values. Moderator effects were studied by testing interactions for demographic, clinical and intervention-related characteristics. Results: For all 27 eligible RCTs from the updated search, exercise interventions significantly decreased sleep disturbances in adults with cancer (g = −0.09, 95% CI [−0.16; −0.02]). No significant effect was obtained for sleep quality. RCTs included in IPD analyses constituted a representative sample of the published literature. The intervention effects on sleep disturbances were not significantly moderated by any demographic, clinical, or intervention-related factor, nor by sleep disturbances. Conclusions: This meta-analysis provides some evidence that, compared to control conditions, exercise interventions may improve sleep disturbances, but not sleep quality, in cancer patients, although this effect is of a small magnitude. Among the investigated variables, none was found to significantly moderate the effect of exercise interventions on sleep disturbances.