Purpose: Previous studies have demonstrated that physical exercise can modulate the endogenous melatonin level in children with autism spectrum disorder (ASD) and improve their sleep quality. However, it remains unclear whether physical exercise or melatonin supplement, or a combination of both, is more effective in improving sleep quality in this population. The purpose of this study is to answer this research question by comparing the effectiveness of three types of interventions (physical exercise vs. melatonin supplement or a combination of both) in improving sleep quality in children with ASD. Methods: Sixty-two (62) children diagnosed with ASD were randomly assigned to one of four groups--cycling (n = 18), melatonin supplement (n = 14), a combination of both (n = 12), and placebo control group (n = 18). Four (4) sleep parameters (sleep efficiency, sleep onset latency, sleep duration, and wake after sleep onset) were assessed. Results: The results revealed a significant improvement in sleep efficiency, sleep onset latency, and sleep duration in all of the interventions, but not in the placebo control group. However, no significant group differences were found among the interventions (ps > 0.05). Conclusion: Our findings suggest similar effectiveness of physical exercise and melatonin supplementation in improving sleep quality in children with ASD.