Prostate cancer (PCa) treatment involves multiple strategies depending on the disease’s stage. Androgen deprivation therapy (ADT) remains the gold standard for advanced and metastatic stages. Sleep quality has been suggested as being additionally influenced also by local radiotherapy, prostatectomy and androgen-receptor (AR)-targeted agents. We performed a systematic review exploring the landscape of studies published between 1 January 1990 and 31 July 2021, investigating sleep disturbances in PCa patients receiving active treatments, including the influence of hormonal therapy on sleep quality as a factor affecting their quality of life. Out of 45 articles identified, 16 studies were selected, which recruited patients with PCa, undergoing active treatment in either a prospective longitudinal or cross-sectional study. Development of sleep disorders or changes in sleep quality were reported in 14 out of 16 trials included. Only five trials included objective measurements such as actigraphy, mostly at one time point and without a baseline assessment. Limitations to be addressed are the small number of existing trials, lack of randomized trials and heterogeneity of methodologies used. This systematic review outlines the lack of prospective trials investigating sleep disorders, with a rigorous methodology, in homogeneous cohorts of PCa patients. Future trials are needed to clarify the prevalence and impact of this side effect of PCa treatments.