Cancer-related fatigue (CRF) is a commonly reported and debilitating side effect of cancer and/or cancer treatment. Sleep disorders are also highly reported in the cancer population; however it is unknown if sleep is associated with fatigue. In the general population, exercise has been shown to improve sleep, however in the cancer population this idea is under investigation. The primary purposes of this review were to: (i) review the prevalence and causes of sleep disorders in cancer patients and survivors, (ii) examine the relationship between sleep and CRF and (iii) review the impact of exercise interventions on sleep in cancer patients and survivors. A scoping review of the literature was conducted regarding exercise interventions in cancer patients and survivors with sleep as at least one outcome measure. A search of the literature revealed limited studies (n = 21) assessing the effect of exercise on sleep disorders in the cancer population. Methodological issues are evident because assessing sleep is often not the main outcome of interest. The reviewed studies revealed that exercise positively impacts sleep quality and quantity. There seems to be possible relationship between sleep disorders, exercise and CRF. Further investigation of this relationship is necessary, specifically using objective measurement tools, in large, controlled studies, focusing on sleep as the primary outcome.