This study aims to assess sleep quality and determine the effects of relaxation exercise on sleep quality in patients hospitalized in internal medicine services. In total, 47 patients comprised the control group and did not engage in the exercise intervention--the progressive muscle relaxation exercise, whereas 235 patients were assigned to the intervention group (N = 282). In this study, Description Questionnaire Form and the Pittsburg Sleep Quality Index (PSQI) were used. Most patients (73.8%) had poor sleep quality. The mean pre- and postexercise PSQI scores of the patients in the interventional group were 8.7 ± 4.0 and 6.1 ± 3.3, respectively. The mean pre- and postexercise PSQI scores of the control patients were 6.6 ± 3.5 and 5.6 ± 2.7, respectively. According to this study, the exercises significantly enhanced the quality of sleep. Patients should be encouraged by nurses to perform relaxation exercises.