Objectives. To evaluate the effectiveness of Baduanjin Qigong exercise on sleep, fatigue, anxiety, and depressive symptoms in chronic fatigue syndrome- (CFS-) like illness and to determine the dose-response relationship. Methods. One hundred fifty participants with CFS-like illness (mean age = 39.0, SD = 7.9) were randomly assigned to Qigong and waitlist. Sixteen 1.5-hour Qigong lessons were arranged over 9 consecutive weeks. Pittsburgh Sleep Quality Index (PSQI), Chalder Fatigue Scale (ChFS), and Hospital Anxiety and Depression Scale (HADS) were assessed at baseline, immediate posttreatment, and 3-month posttreatment. The amount of Qigong self-practice was assessed by self-report. Results. Repeated measures analyses of covariance showed a marginally nonsignificant ( P = 0.064) group by time interaction in the PSQI total score, but it was significant for the “subjective sleep quality” and “sleep latency” items, favoring Qigong exercise. Improvement in “subjective sleep quality” was maintained at 3-month posttreatment. Significant group by time interaction was also detected for the ChFS and HADS anxiety and depression scores. The number of Qigong lessons attended and the amount of Qigong self-practice were significantly associated with sleep, fatigue, anxiety, and depressive symptom improvement. Conclusion. Baduanjin Qigong was an efficacious and acceptable treatment for sleep disturbance in CFS-like illness. This trial is registered with Hong Kong Clinical Trial Register: HKCTR-1380.