Sleep disturbances accompany almost all mental illnesses, either because sound sleep and mental well-being share similar requisites, or because mental problems lead to sleep problems, or vice versa. The aim of this narrative review was to examine sleep in patients with delusions, particularly in those diagnosed with delusional disorder. We did this in sequence, first for psychiatric illness in general, then for psychotic illnesses where delusions are prevalent symptoms, and then for delusional disorder. The review also looked at the effect on sleep parameters of individual symptoms commonly seen in delusional disorder (paranoia, cognitive distortions, suicidal thoughts) and searched the evidence base for indications of antipsychotic drug effects on sleep. It subsequently evaluated the influence of sleep therapies on psychotic symptoms, particularly delusions. The review’s findings are clinically important. Delusional symptoms and sleep quality influence one another reciprocally. Effective treatment of sleep problems is of potential benefit to patients with persistent delusions, but may be difficult to implement in the absence of an established therapeutic relationship and an appropriate pharmacologic regimen. As one symptom can aggravate another, comorbidities in patients with serious mental illness all need to be treated, a task that requires close liaison among medical specialties.