Parkinson’s disease (PD) symptomatology differs between females and males, yet the contribution of sex on sleep problems needs further analysis. Here, we aimed to investigate sex-specific patterns in the relationship between sleep problems, assessed using the Parkinson’s disease sleep scale (PDSS-2), non motor symptoms (NMS), measured by the NMS scale (NMSS), and health-related quality of life (HR-QoL), evaluated by the Parkinson’s disease questionnaire (PDQ-39), in a large cohort of PD patients. One-hundred-fifty-four PD patients were included in the study. Female PD patients (n = 62) exhibited a higher prevalence of sleep problems than males (n = 92), with nocturnal motor-related sleep issues being the most frequent. Sleep disturbances differently correlated with a range of NMS between the two sexes. In females, sleep problems mostly correlated with pain; on the other hand, sleep disturbances were linked to a frailer phenotype characterized by global dysautonomia, perception disturbances, and impaired cognitive function in males. Whether female PD patients experienced a lower HR-QoL than males, sleep disturbances were associated with a worse HR-QoL in both sexes. In conclusion, sleep problems in PD differently burden the two sexes, suggesting possible different etiopathogenesis, diagnostic investigations, and possibly tailored approaches.