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IMPORTANCE: Menopause is defined as the permanent cessation of menstruation that occurs due to the loss of ovarian follicular activity. It is often associated with various symptoms resulting from fluctuations in estrogen levels, such as psychogenic symptoms and sleep-related discomfort, which affect daily functioning and overall quality of life. Hormone therapy can be used to manage these symptoms effectively, but its adverse effects restrict its long-term use. There are various nonhormone options available to manage these symptoms, and exercise is one of them. However, research findings regarding the effectiveness of various forms of exercise in managing these symptoms need to be more consistent, highlighting the significance of this systematic review of the effects of exercise on sleep quality and psychological well-being of women during menopause transition. OBJECTIVE: The primary objective of this systematic review is to determine the effectiveness of different forms of exercise in improving sleep quality and psychological well-being among perimenopausal and postmenopausal women. EVIDENCE REVIEW: An extensive and systematic literature search was performed across 5 electronic databases-EMBASE, Pubmed, SCOPUS, Google Scholar, and ResearchGate-to retrieve all the randomized controlled trials that provide information on the effectiveness of exercise in managing psychological and sleep-related discomforts in perimenopausal and postmenopausal women. The quality of included studies was evaluated using the Cochrane Bias Risk assessment tool. FINDINGS: A total of 13 randomized controlled trials involving 1,470 perimenopausal and postmenopausal women across the globe that evaluated the effectiveness of various forms of exercise in improving sleep quality and psychological well-being were included in this systematic review. The findings of this review suggest that exercises, such as aerobic, yoga, Pilates, resistance, stretching, and relaxation, are significantly effective in improving the quality of sleep and psychological status of perimenopausal and postmenopausal women. CONCLUSION AND RELEVANCE: The findings of this systematic review reveal that exercise positively influences sleep quality and psychological well-being among perimenopausal and postmenopausal women.