Sleep complaints are reported by 40-60 % of menopausal women. Poor sleep is a risk factor for cardiovascular disease, diabetes, and obesity. The effect of menopausal hormone therapy on sleep quality is unclear. A systematic review and meta-analysis were conducted to summarize the efficacy of menopausal hormone therapy on self-reported sleep quality. Electronic databases (PubMed, Scopus, Ovid MEDLINE, EMBASE, EBM Reviews CENTRAL, and PsycInfo) were searched from 2002 to October 2015. Randomized trials assessing the effect of menopausal hormone therapy with a minimum follow up of 8 weeks were included. Titles, abstracts, and full texts were screened independently and in duplicate. Primary outcome included sleep items within a questionnaire, scale or diary. Standardized mean differences across trials were pooled using random-effects models. The search identified 424 articles, from which 42 trials were included. Seven trials at a moderate to high risk of bias enrolling 15,468 women were pooled in meta-analysis. Menopausal hormone therapy improved sleep quality in women who had vasomotor symptoms at baseline [standardized mean difference -0.54 (-0.91 to -0.18), moderate quality evidence]. No difference was noted when women without such symptoms were analyzed separately or combined. Across 31 sleep quality questionnaires, daytime dysfunction was the most evaluated sleep domain. Menopausal hormone therapy improves sleep in women with concomitant vasomotor symptoms. Heterogeneity of trials regarding study population, formulations, and sleep scales; limit overall certainty in the evidence. Future menopausal hormone therapy trials should include assessment of self-reported sleep quality using standardized scales and adhere to reporting guidelines.