From the age of menarche through menopause, women report insufficient sleep and insomnia more frequently than men of similar ages. The physiological and hormonal changes that occur during puberty, the menstrual cycle, pregnancy, perimenopause, and menopause all influence women’s sleep architecture and sleep quality. The prevalence of some sleep disorders, such as insomnia, hypersomnia, and restless legs syndrome are all higher in women compared with men. The prevalence of other sleep disorders, such as obstructive sleep apnea and some parasomnias, increase in women during specific stages of life. At the same time, there are a few data suggesting that many sleep disorders remain underdiagnosed and possibly undertreated in women. Women who are menstruating, perimenopausal, or postmenopausal all report better sleep quality compared with pregnant and postpartum women. Additional factors that women commonly encounter across the stages of their lives, such as childcare responsibilities, the work-life balance, the caregiver role for the elderly, and stress, can also impact women’s sleep quality and daytime functioning. In this review, we discuss the following: (1) sleep in women during the menstrual cycle; (2) sleep in women during pregnancy and the postpartum stage; and (3) sleep during the menopausal stage, followed by a brief discussion of the postmenopausal stage. Our aims are to promote an understanding of changes in sleep across the stages of a woman’s life, encourage early detection, and advocate for gender-specific treatment strategies and future research.