Breast and prostate cancer patients may experience physical and psychological distress, and a possible decrease in sleep quality. Subjective and objective methods measure different aspects of sleep quality. Our study attempted to determine differences between objective and subjective measurements of sleep quality using bivariate and Pearson’s correlation data analysis. Forty breast (n = 20) and prostate (n = 20) cancer patients were recruited in this observational study. Participants were given an actigraphy device (ACT) and asked to continuously wear it for seven consecutive days, for objective data collection. Following this period, they filled out the Pittsburgh Sleep Quality Index Questionnaire (PSQI) to collect subjective data on sleep quality. The correlation results showed that, for breast cancer patients, PSQI sleep duration was moderately correlated with ACT total sleeping time (TST) (r = −0.534, p < 0.05), and PSQI daytime dysfunction was related to ACT efficiency (r = 0.521, p < 0.05). For prostate cancer patients, PSQI sleep disturbances were related to ACT TST (r = 0.626, p < 0.05). Both objective and subjective measurements are important in validating and determining details of sleep quality, with combined results being more insightful, and can also help in personalized care to further improve quality of life among cancer patients.