Background: Sleep is an important phenomenon to restore the body, both physically and emotionally, providing a state of balance in the person. It has been proven that adequate sleep at night is one of the main needs of older people in order to maintain an active and healthy life; among other factors, regular physical exercise can improve the quality of sleep. The aim of this research is to evaluate the effects of a physical exercise program supplemented with vibration training on sleep quality and the use of sleep drugs in women over 65 years of age. Methods: Fifty-two independent, physically active adult women were randomised into two groups: a physical exercise program (n = 26, control group) and the same physical exercise program supplemented with vibration training (n = 26, experimental group). The control group performed two weekly sessions of exercise, and the experimental group added another two sessions of vibration training to these two sessions for 12 weeks. Sleep quality was assessed using the Pittsburgh index. Statistical significance was established as p < 0.05. Results: After the intervention, there were significant changes to the quality of sleep (p = 0.001) and hours of sleep (p = 0.002) in the experimental group. The consumption of drugs decreased in this group, although not significantly; however, it did have a moderate effect size (p = 0.058; d = 0.36). The control group, on the other hand, reported significantly worsened sleep quality (p = 0.001) and increased drug use (p = 0.008). Conclusion: Three months of vibration training, as a complement to a conventional physical exercise program, improves sleep quality and reduces the consumption of sleeping pills in women over 65 years of age.