The growing incidence of Parkinson’s Disease (PD) is a major burden on the healthcare system. PD is caused by the degeneration of dopaminergic neurons and is known for its effects on motor function and sleep. Sleep is vital for maintaining proper homeostasis and clearing the brain of metabolic waste. Adequate time spent in each sleep stage can help maintain homeostatic function; however, patients with PD appear to exhibit sleep impairments. Although medications enhance the function of remaining dopaminergic neurons and reduce motor symptoms, their potential to improve sleep is still under question. Recently, research has shifted towards exercise protocols to help improve sleep in patients with PD. This review aims to provide an overview of how sleep is impaired in patients with PD, such as experiencing a reduction in time spent in slow-wave sleep, and how exercise can help restore normal sleep function. A PubMed search summarized the relevant research on the effects of aerobic and resistance exercise on sleep in patients with PD. Both high and low-intensity aerobic and resistance exercises, along with exercises related to balance and coordination, have been shown to improve some aspects of sleep. Neurochemically, sleeping leads to an increase in toxin clearance, including α-synuclein. Furthermore, exercise appears to enhance the concentration of brain-derived neurotrophic factors, which has preliminary evidence to suggest correlations to time spent in slow-wave sleep. More research is needed to further elucidate the physiological mechanism pertaining to sleep and exercise in patients with PD.