Objective : In this study, we tried to know what kind of exercise was more effective in sleep disorder by comparing melatonin in blood after applying low, median, with high intensity exercise in sleep disorder. Methods : We divided 90 into 3 groups and performed low, moderate, and high intensity exercise, respectively for 8 weeks in K city. Results : As a result, first, there was a significant change of global PSQI score in moderate intensity exercise comparing with before and after exercise. Second, there was a significant change of global PSQI score in moderate intensity exercise comparing with low and high intensity exercise. Third, there was a significant change of melatonin in blood in moderate intensity exercise comparing with before and after exercise. Forth, there was a significant change of melatonin in blood in moderate intensity exercise comparing with low and high intensity exercise. Conclusion : In this study, we observed change of EEG and melatonin in blood to know how did continued exercise according to intensity of exercise have effect on sleep disorder. In conclusion, it was more effect to apply moderate exercise. It can help progress of life of quality through improvement of sleep disorder and they stay healthy during the rest of time.