As the population ages, the incidence and prevalence of neurodegenerative disorders will continue to increase. Persons with neurodegenerative disease frequently experience sleep disorders, which not only affect quality of life, but potentially accelerate progression of the disease. Unfortunately, pharmacological interventions are often futile or have adverse effects. Therefore, investigation of non-pharmacological interventions has the potential to expand the treatment landscape for these disorders. The last decade has observed increasing recognition of the beneficial role of exercise in brain diseases, and neurodegenerative disorders in particular. In this review, we will focus on the therapeutic role of exercise for sleep dysfunction in four neurodegenerative diseases, namely Alzheimer's disease, Parkinson's disease, Huntington's disease, and amyotrophic lateral sclerosis. Available data suggest that exercise may have the potential to improve sleep disorders and attenuate neurodegeneration, particularly in Alzheimer's disease and Parkinson's disease. However, additional research is required in order to understand the most effective exercise therapy for these indications; the best way to monitor the response to interventions; the influence of exercise on sleep dysfunction in Huntington's disease and amyotrophic lateral sclerosis; and the mechanisms underlying exercise-induced sleep modifications.