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Objectives Smoking is associated with sleep disturbances. The aim of this study was to analyze whether sleep disturbances are predictors of smoking cessation and whether continued smoking is associated with the development of sleep disturbances. Methods A questionnaire was sent to randomly selected men and women in Northern Europe in 1999–2001 (RHINE II) and was followed up by a questionnaire in 2010–2012 (RHINE III). The study population consisted of 2568 participants who were smokers at baseline and provided data on smoking at follow-up. Insomnia symptoms were defined as having difficulty initiating and/or maintaining sleep and/or early morning awakening ≥3 nights/week. Multiple logistic regression analyses were performed to calculate odds ratios (OR). Results Subjects with difficulty initiating sleep (adjusted odds ratio; 95% confidence interval: 0.6; 0.4–0.8), difficulty maintaining sleep (0.7; 0.5–0.9), early morning awakening (0.6; 0.4–0.8), any insomnia symptom (0.6; 0.5–0.8) or excessive daytime sleepiness (0.7; 0.5–0.8) were less likely to achieve long-term smoking cessation after adjustment for age, BMI, pack-years, hypertension, diabetes, chronic bronchitis, rhinitis, asthma, gender and BMI difference. There was no significant association between snoring and smoking cessation. In subjects without sleep disturbance at baseline, continued smoking increased the risk of developing difficulty initiating sleep during the follow-up period compared with those that had quit smoking (adj. OR 1.7, 95% CI 1.2–2.3). Conclusions Insomnia symptoms and excessive daytime sleepiness negatively predict smoking cessation. Smoking is a risk factor for the development of difficulty initiating sleep. Treatment for sleep disturbances should be included in smoking-cessation programs.