Objective: To evaluate sleep disorders and associated factors in patients with rheumatoid-arthritis-associated interstitial lung disease (RA-ILD). Methods: We performed an observational study of 35 patients with RA-ILD (cases) and 35 age- and sex-matched RA patients without ILD (controls). We evaluated sleep disorders (Oviedo Sleep Questionnaire), positive psychological factors (resilience using the Wagnild and Young Resilience Scale, emotional intelligence using the 24-item Trait Meta-Mood Scale), anxiety and depression (Hospital Anxiety and Depression Scale), quality of life (36-item short-form survey), and fatigue (Functional Assessment of Chronic Illness Therapy Questionnaire). Other variables studied included the Charlson Comorbidity Index (CCI) and RA activity according to the DAS28-ESR. Results: Compared to the controls, the cases were characterized by poorer sleep quality with a higher prevalence of insomnia (42% vs. 20%; p = 0.039), greater severity of insomnia (p = 0.001), and lower sleep satisfaction (p = 0.033). They also had poorer resilience and emotional recovery and more severe anxiety and depression. A diagnosis of ILD was the only factor independently associated with the three dimensions of sleep quality. The predictors of poorer sleep satisfaction in patients with RA-ILD were age (β = −0.379), DAS28-ESR (β = −0.331), and usual interstitial pneumonia pattern (β = −0.438). The predictors of insomnia were DAS28-ESR (β = 0.294), resilience (β = −0.352), and CCI (β = 0.377). Conclusions: RA-ILD is associated with significant sleep disorders. RA-ILD seems to be an independent risk factor for sleep alterations, with a greater impact on insomnia. Age, disease activity, and comorbidity also play a role in sleep disorders in patients with RA-ILD.