Autism Spectrum Disorders (ASD) are lifelong neurodevelopmental conditions characterized by abnormal social interaction, communication, and behavior. Sleep disturbances represent a common comorbidity in children and adolescents with ASD, with prevalence ranging from 50 to 80%. It has been proved that sleep disruption worsens the symptoms of autism and results in challenging behaviors. Improving sleep should therefore be a primary therapeutic goal. Treatment options range from lifestyle modifications to pharmacological therapy. Several reviews have been written on pharmacological treatments, but very few on the beneficial effects of non-pharmacological interventions, over-the-counter drugs, and nutritional supplements. This study consists of a narrative review of the literature, presenting the available evidence on the following treatments: sleep education, behavioral interventions, complementary and alternative medicine (special mattresses and blankets, massage, aromatherapy, yoga, physical activity), and commonly used over-the-counter medications and supplements (antihistamines, melatonin, tryptophan, carnosine, iron, vitamins, and herbal remedies). For some treatments—such as melatonin and behavioral interventions—effectiveness in ASD is well established in the literature, while other interventions appear of benefit in clinical practice, even if specific studies in children and adolescents with ASD are lacking. Conversely, other treatments only seem to show anecdotal evidence supporting their use.