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Sleep quality has been directly linked to cognitive function, quality of life, and a variety of serious diseases across many clinical domains. Standard methods for assessing sleep involve overnight studies in hospital settings, which are uncomfortable, expensive, not representative of real sleep, and difficult to conduct on a large scale. Recently, numerous commercial digital devices have been developed that record physiological data, such as movement, heart rate, and respiratory rate, which can act as a proxy for sleep quality in lieu of standard electroencephalogram recording equipment. The sleep-related output metrics from these devices include sleep staging and total sleep duration and are derived via proprietary algorithms that utilize a variety of these physiological recordings. Each device company makes different claims of accuracy and measures different features of sleep quality, and it is still unknown how well these devices correlate with one another and perform in a research setting. In this pilot study of 21 participants, we investigated whether sleep metric outputs from self-reported sleep metrics (SRSMs) and four sensors, specifically Fitbit Surge (a smart watch), Withings Aura (a sensor pad that is placed under a mattress), Hexoskin (a smart shirt), and Oura Ring (a smart ring), were related to known cognitive and psychological metrics, including the n-back test and Pittsburgh Sleep Quality Index (PSQI). We analyzed correlation between multiple device-related sleep metrics. Furthermore, we investigated relationships between these sleep metrics and cognitive scores across different timepoints and SRSM through univariate linear regressions. We found that correlations for sleep metrics between the devices across the sleep cycle were almost uniformly low, but still significant (p < 0.05). For cognitive scores, we found the Withings latency was statistically significant for afternoon and evening timepoints at p = 0.016 and p = 0.013. We did not find any significant associations between SRSMs and PSQI or cognitive scores. Additionally, Oura Ring’s total sleep duration and efficiency in relation to the PSQI measure was statistically significant at p = 0.004 and p = 0.033, respectively. These findings can hopefully be used to guide future sensor-based sleep research.