In a sample of outpatients with breast, gastrointestinal, gynecological, and lung cancer who received at least two cycles of chemotherapy (CTX), the purposes were to evaluate for inter-individual differences in the severity of sleep disturbance and determine which demographic, clinical, and symptom characteristics were associated with initial levels as well as the trajectories of sleep disturbance.A total of 1331 patients completed study questionnaires in their homes, at six time points over two cycles of CTX (prior to CTX administration, approximately 1 week after CTX administration, and approximately 2 weeks after CTX administration). Questionnaires included demographic, clinical, and symptom assessments (i.e., General Sleep Disturbance Scale, Lee Fatigue Scale, Center for Epidemiological Studies-Depression Scale, Spielberger State-Trait Anxiety Inventories, Attentional Function Index). Hierarchical linear modeling based on full maximum likelihood estimation was performed.Characteristics associated with higher initial levels of sleep disturbance included higher body mass index, poorer functional status, higher trait anxiety, higher depressive symptoms, and higher evening fatigue. Characteristics associated with the worse trajectories of sleep disturbance were higher levels of education and higher sleep disturbance at enrollment. Characteristics associated with both higher initial levels and worse trajectories of sleep disturbance were higher morning fatigue and worse attentional function.A large amount of inter-individual variability exists in sleep disturbance during CTX. The modifiable and non-modifiable characteristics found in this study can be used to identify higher risk patients and provide earlier interventions to reduce sleep disturbance.