Background: Sleep quality (SQ) plays a role in multiple activities of daily living, but little is known about its role in concurrent training [CT, high-intensity interval (HIIT) plus resistance training (RT)] adaptations for metabolic syndrome (MetS) and health-related quality of life (HRQoL) markers. The aim of the present study was to determine the effects of a 20-week CT programme on MetS and HRQoL markers according to the SQ of morbidly obese patients. Methods: Twenty-nine morbidly obese patients were allocated to one of two groups: good sleep quality (GSQ, n = 15, 38.07 ± 12.26 years) and poor sleep quality (PSQ, n = 14, 40.79 ± 11.62 years). HRQoL, body mass index, waist circumference (WC), systolic and diastolic blood pressure (SBP and DBP, respectively), and plasma outcomes were measured. Results: The GSQ group reported significant changes (pre- vs. post-intervention) in WC (114.0 ± 3.1 vs. 110.4 ± 3.4 cm, p = 0.012), SBP (137.0 ± 4.3 vs. 125.6 ± 1.8 mmHg, p = 0.006), and HRQoL general health (51.33 ± 21.08 vs. 64.33 ± 16.24, p = 0.020). By contrast, the PSQ group showed significant changes only in SQ (9.00 ± 2.42 vs. 5.36 ± 2.84, p = 0.004). Conclusions: Morbidly obese PSQ patients showed a lower response for improving MetS and HRQoL markers after a 20-week CT programme than GSQ peers. However, there was a greater effect size for decreasing WC and SBP in favour of the GSQ compared with the PSQ group, suggesting that there are limitations to CT benefits on these outcomes in the PSQ group. These results call for more complex future studies.