The purpose of this study was to investigate the effects of an exercise program based on the Pilates Matwork method on sedentary volunteers who self-reported changes in their sleep quality and quality of life. This was a prospective clinical study, in which the variables (level of sleepiness and quality of life) were compared before and after applying a protocol of 12 weeks of an exercise program (2 sessions per week). The level of sleepiness showed significant improvement between before and after the intervention (p: 0.04). Quality of life improved based on all of the emotional components and the physical components (p < 0.05) with the exception of the physical domain (p: 0.09). The results of this study indicate that the sedentary population who participated in this 12 week Pilates program experienced improvements in sleep quality and quality of life.