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Background: Background: Sleep disturbances are highly prevalent, affecting approximately 21% of the European population, with chronic insomnia disorder estimated at 6%. Non-pharmacological alternatives to pharmacotherapy are needed. Sulfurous balneotherapy represents a potential intervention, yet real-world evidence remains limited. Objective: To explore changes in self-reported sleep quality following sulfurous balneotherapy at Terme di Saturnia (Italy). Methods: Retrospective single-arm observational study of 76 participants (mean age 47.3 years, 54% female) undergoing a 7–12-day consecutive balneotherapy cycle with daily sulfurous thermal water immersion sessions (60–90 min/session). The Oviedo Sleep Questionnaire (OSQ) was administered pre- and post-treatment. Participants were stratified by baseline insomnia severity into Group A (OSQ ≥22, n = 47) and Group B (OSQ <22, n = 29). The primary outcome was change in OSQ insomnia score in Group A. Statistical analysis was performed using the Wilcoxon signed-rank test. Results: In Group A, insomnia severity decreased significantly from 26.4±8.3 at baseline to 20.1±7.5 post-treatment (Δ = −6.3, 95% CI: −7.9 to −4.7, p < 0.001, r = 0.54). Sleep satisfaction also improved significantly from 3.2±1.1 to 4.6±1.2 (Δ = +1.4, 95% CI: 1.1–1.7, p < 0.001, r = 0.60). In Group B, no statistically significant changes were observed, consistent with ceiling effects. However, in an open-ended question, 72.4% (21/29; 95% CI: 54.3–85.3) of Group B participants reported enhanced relaxation during the spa stay. These findings are hypothesis-generating and support further evaluation of balneotherapy as a complementary, patient-centered approach within sleep health pathways. Nevertheless, without control groups, the observed improvements cannot be attributed specifically to sulfurous water properties versus vacation effects, placebo responses, or regression to the mean. Conclusions: This exploratory study documents substantial pre-post improvements in sleep quality following balneotherapy. The absence of control groups and unmeasured confounders preclude causal inferences. Future randomized trials with heated non-mineral water controls are needed to isolate specific therapeutic contributions of sulfurous thermal waters.