Despite the ubiquity of sleep complaints among individuals with anxiety disorders, few prior studies have examined whether sleep quality improves during anxiety treatment. The current study examined pre- to posttreatment sleep quality improvement during cognitive behavioral therapy (CBT) for panic disorder (PD; n = 26) or generalized anxiety disorder (GAD; n = 24). Among sleep quality indices, only global sleep quality and sleep latency improved significantly (but modestly) during CBT. Sleep quality improvement was greater for treatment responders, but did not vary by diagnosis. Additionally, poor baseline sleep quality was independently associated with worse anxiety treatment outcome, as measured by higher intolerance of uncertainty. Additional intervention targeting sleep prior to or during CBT for anxiety may be beneficial for poor sleepers.