Alyssa, Exercise helps create deeper sleep patterns and patients fall asleep faster when they exercise. Dr. Gregg Jacobs of Harvard University maintains the benefit of exercise on sleep is because exercise is a stressor on the body. The brain compensates for the extra physical stress of exercise by increasing the depth of sleep of the individual. He also says that people with insomnia are many times more sedentary, which inhibits the rise and fall of the body temperature rhythm.