Sleep is a cornerstone of health, playing an integral role in both physiological and psychological functions. However, it is vulnerable to a variety of factors including menopause. According to available research, the onset of the menopause transition may not necessarily worsen sleep architecture and could even enhance it, leading to conflict between assessment of subjective and objective sleep complaints. This discrepancy highlights the complex relationship between subjective and objective sleep quality. Understanding this relationship remains challenging due to the limited number of longitudinal studies and small sample sizes. This review explores findings from both subjective and objective sleep assessments in menopausal women and examines the impact of menopausal hormone therapy on sleep quality.