The objective of the study was to evaluate the effects of cognitive behavioral therapy [sleep-related behavior modification and progressive muscle relaxation on insomnia of maintenance hemodialysis (MHD) patients] on improving insomnia of MHD patients. 103 MHD patients complicated with insomnia were randomly assigned to treatment (n = 52) and control (n = 51) groups. The control group was treated with conventional hemodialysis, and the treatment group was additionally treated with cognitive behavioral therapy for 3 months (sleep-related behavior modification and progressive muscle relaxation). All cases were assessed by Symptom Checklist 90 (SCL-90) and Pittsburgh Sleep Quality Index (PSQI) before and 2, 4, 6, 8, 10, and 12 weeks after treatment. Fifty-one patients in the treatment group and 47 patients in the control group completed the experiments. After treatment, the total mean scores were (1.94 ± 0.50/2.29 ± 0.31); scores of somatization, depression, anxiety, hostility, and additional items were (1.87 ± 0.58/2.56 ± 0.26), (2.25 ± 0.80/2.79 ± 0.50), (1.79 ± 0.26/2.37 ± 0.34), (1.71 ± 0.46/2.25 ± 0.43), and (1.91 ± 0.67/2.26 ± 0.59) in SCL-90, respectively. The total scores for PSQI were (12.63 ± 2.27/16.40 ± 2.16); scores of subjective sleep quality, sleep latency, sleep duration, habitual sleep efficiency, sleep disturbance, hypnotics, and daytime dysfunction which were (1.98 ± 0.76/2.57 ± 0.58), (1.75 ± 0.59/2.60 ± 0.50), (2.10 ± 0.50/2.62 ± 0.53), (2.06 ± 0.47/2.57 ± 0.54), (2.04 ± 0.69/2.45 ± 0.72), (1.02 ± 0.79/1.51 ± 0.98), and (1.69 ± 0.55/2.09 ± 0.58), respectively, were significantly lower in the treatment group compared with the control group. However, there were no significant differences in the scores of factors of obsessive-compulsive (2.26 ± 0.62/2.32 ± 0.38), interpersonal sensitivity (2.23 ± 0.64/2.43 ± 0.47), phobic anxiety (1.98 ± 0.62/2.01 ± 0.67), paranoid ideation (1.55 ± 0.43/1.69 ± 0.39), and psychoticism (1.57 ± 0.46/1.66 ± 0.49). The conclusion is that sleep-related behavior modification in combination with progressive muscle relaxation effectively improved the mental state and sleep quality of MHD patients with insomnia.