This pilot study evaluated the impact of Bikram Yoga on subjective and objective sleep parameters. We compared subjective (diary) and objective (headband sleep monitor) sleep measures on yoga versus nonyoga days during a 14-day period. Subjects (n = 13) were not constrained regarding yoga-practice days, other exercise, caffeine, alcohol, or naps. These activities did not segregate by choice of yoga days. Standard sleep metrics were unaffected by yoga, including sleep latency, total sleep time, and percentage of time spent in rapid eye movement (REM), light non-REM, deep non-REM, or wake after sleep onset (WASO). Consistent with prior work, transition probability analysis was a more sensitive index of sleep architecture changes than standard metrics. Specifically, Bikram Yoga was associated with significantly faster return to sleep after nocturnal awakenings. We conclude that objective home sleep monitoring is feasible in a low-constraint, real-world study design. Further studies on patients with insomnia will determine whether the results generalize or not.