This study examined the longitudinal relationship between health-related quality of life (HR-QOL) and subjective and objective sleep quality in 166 women with newly diagnosed stage I-III breast cancer who were scheduled to receive ≥4 cycles of adjuvant/neoadjuvant chemotherapy. HR-QOL was assessed with the Medical Outcomes Study-Short Form Physical Component Scale and Mental Component Scale scores. Subjective sleep was assessed with the Pittsburgh Sleep Quality Index (PSQI); objective sleep was measured with actigraphy. Data were collected before starting chemotherapy and during the last week of cycle 4 of chemotherapy. Patients reported poor HR-QOL and poor sleep quality before and during chemotherapy. Short sleep time and long naps were recorded at both time points. The Mental Component score was related to reports of poor sleep but not to recorded sleep, worse Physical Component scores were associated with reports of poor sleep and less recorded nap time, suggesting sleep plays an important role in cancer patients’ HR-QOL.