Objectives: The prevalence rates of sleep insufficiency and physical inactivity are increasing worldwide. Accumulating evidence indicates a relationship between physical inactivity and sleep disturbance. This study aimed to determine the impact of physical activity on sleep quality and body mass index in women in Saudi Arabia. Methods: This prospective study included 63 women at sports clubs in Medina, Kingdom of Saudi Arabia. The study was conducted between June 2019 and September 2019. All participants were followed up for 3 months. Sleep quality was measured using the validated Pittsburgh sleep quality index, and physical activity was measured using the validated international physical activity questionnaire. Sleep quality and body mass index were compared at baseline and after 3 months using paired t-tests. Results: Physical activity showed a significant effect on sleep quality (p=0.034) and body mass index (p=0.002) among the participants. Conclusion: Physical activity improves sleep quality and decreases body mass index.