OBJECTIVE In insomnia, actigraphy tends to underestimate wake time compared to diaries and PSG. When chronic pain co-occurs with insomnia, sleep may be more fragmented, including more movement and arousals. However, individuals may not be consciously aware of these arousals. We examined the baseline concordance of diaries, actigraphy, and PSG as well as the ability of each assessment method to detect changes in sleep following cognitive behavioral therapy for insomnia (CBT-I). METHODS Adults with insomnia and fibromyalgia (n = 113) were randomized to CBT-I, CBT for pain, or waitlist control. At baseline and posttreatment, participants completed one night of PSG and two weeks of diaries/actigraphy. RESULTS At baseline, objective measures estimated lower SOL, higher TST, and higher SE than diaries (ps < 0.05). Compared to PSG, actigraphic estimates were higher for SOL and lower for WASO (ps < 0.05). Repeated measures ANOVAs were conducted for the CBT-I group (n = 15), and significant method by time interactions indicated that the assessment methods differed in their sensitivity to detect treatment-related changes. PSG values did not change significantly for any sleep parameters. However, diaries showed improvements in SOL, WASO, and SE, and actigraphy also detected the WASO and SE improvements (ps < 0.05). CONCLUSIONS Actigraphy was generally more concordant with PSG than with diaries, which are the recommended assessment for diagnosing insomnia. However, actigraphy showed greater sensitivity to treatment-related changes than PSG; PSG failed to detect any improvements, but actigraphy demonstrated changes in WASO and SE, which were also found with diaries. In comorbid insomnia/fibromyalgia, actigraphy may therefore have utility in measuring treatment outcomes.