Sleep disorders represent one of the most prevalent complications in patients with chronic kidney disease undergoing hemodialysis, with rates ranging from 40% to 85% in specialized literature. Despite the high frequency of this impairment, the relationship between physical activity patterns, sedentary behavior, and sleep quality in this specific population remains poorly explored, constituting an important gap in scientific knowledge. The present study aimed to analyze the association between physical activity, sedentary behavior, and sleep quality in patients with chronic kidney disease undergoing hemodialysis. This is a cross-sectional study conducted with 167 patients in regular hemodialytic treatment. Physical activity and sedentary behavior were assessed using the International Physical Activity Questionnaire (IPAQ), while sleep quality was measured by the Pittsburgh Sleep Quality Index (PSQI). Statistical analyses included Spearman correlation and logistic regression. The results revealed a significant negative association between total physical activity level and time in sedentary behavior (p < 0.05), indicating that more physically active patients spend less time in sitting or reclining activities. The prevalence of inadequate sleep was high, reaching 51.9% on non-dialysis days and 53.3% on dialysis days. However, no statistically significant correlation was found between physical activity levels or sedentary behavior and sleep quality. Smoking emerged as the only sociodemographic factor significantly associated with worse sleep quality (p = 0.016). The absence of association between physical activity and sedentary behavior with sleep quality in hemodialysis patients suggests that sleep regulation in this specific population is mediated by factors that transcend habitual physical behavior, such as persistent uremia, chronic inflammation, uremic pruritus, obstructive sleep apnea, and psychiatric morbidity. Interventions aimed at improving sleep should therefore be multidimensional and consider these clinical and psychosocial determinants. Smoking, in turn, emerges as a modifiable factor of particular relevance for sleep quality, and should be a priority target for cessation strategies in comprehensive care for hemodialysis patients.