Aims and Objectives: Sleep disorders are frequent in patients with advanced cancer receiving palliative care. The objective of this study was to demonstrate whether relaxation therapy can improve their satisfaction with sleep. Background: Few studies have investigated the effectiveness of relaxation in patients hospitalized with an advanced chronic disease. Design: Prospective randomized study with an immediate intervention group (IIG; relaxation days 3-6) and a delayed intervention group (DIG; relaxation days 6-9). Methods: The main measure was the overall satisfaction of sleep measured on a Numerical Rating Scale of Satisfaction of Sleep (NRSSS) between 0 and 10. Results: Totally 18 (IIG: 9; DIG: 9) patients were included in this study (mean age 66 ± 10.7). The NRSSS improved in both the groups (almost statistically significant) between the day of inclusion and day 2. Because of the dropout of the patients during the last days of the study, we analyzed the improvement in sleep satisfaction only between day 2 and 5. The NRSSS D5 for the immediate and delayed groups were 4.0 ± 23 and 3.8 ± 2.3, respectively. There was no significant improvement in both the groups. Conclusion: The results demonstrated the difficulty to include patients with advanced cancer in a randomized study with a DIG. We were not able to demonstrate the effectiveness of relaxation therapy on sleep satisfaction. Relevance to Clinical Practice: Techniques that can be easily used to improve sleep in patients with an advanced cancer should be developed and used already early in the disease.