The aims of this study were to examine: (1) the association between sociodemographic and lifestyle factors and sleep quality in a population-based cohort of Australian women and (2) possible influence of reproductive status and mental and physical health factors on these associations. Data on 3,655 women (mean age = 46.6 years, range 34.3-67.4) were obtained from the Mater Hospital University of Queensland Study of Pregnancy for this cross-sectional study. Self-rated sleep quality was assessed using the Pittsburgh Sleep Quality Index. For the purpose of this study, two cutoff points (scores 5 and 10) were used to divide women into three categories: normal (65.2%), moderately poor (26.4%), and very poor sleep quality (8.5%). Other covariates were measured at 21-year follow-up as well. After adjusting for reproductive status, mental and physical health, there were significant associations between moderately poor sleep quality and education and between very poor sleep quality and unemployment, both measures of socioeconomic status. In addition, work-related exertion was associated with increased rates of moderately poor sleep quality, whereas those women undertaking moderate exercise were less likely to experience very poor sleep quality. Independent associations between sociodemographic factors and exercise with moderately poor and very poor sleep quality were identified. These findings demonstrate the dynamic nature of the association between exercise/exertion, socioeconomic status, and sleep quality and highlight the importance of taking these into consideration when dealing with issues of poor sleep quality in women.