Background: Sleep disorder, frequently observed among perimenopausal women, decreases quality of life. Melatonin is reported to ameliorate circadian imbalances and thus can be employed as a treatment for perimenopausal sleep disorder patients. We attempted to clarify whether and how melatonin affects perimenopausal sleep disorders. Methods: Study patients consisted of 120 perimenopausal women divided into 3 groups: (i) perimenopausal women without sleep disorder (n = 60); (ii) those with sleep disorder but without melatonin treatment (n = 30); and (iii) those with sleep disorder with melatonin treatment (n = 30). During the period March 2019 to December 2019, the following data was collected and analyzed: Pittsburgh Sleep Quality index (PSQI) score, sex hormones, melatonin, melatonin 1A receptor (MTNR1A), protein kinase A (PKA), extracellular signal-regulated kinase 1/2 (ERK1/2), phosphorylation–PKA (p-PKA), and p-ERK1/2 levels. We compared these data between the groups. Results: Melatonin administration showed the following in female patients with postmenopausal sleep disorder: (1) significantly decreased the PSQI scores, (2) up-regulated melatonin levels and MTNR1A protein expression, (3) promoted the phosphorylation pathway of the PKA-ERK1/2 pathway in peripheral blood, and (4) significantly improved follicle-stimulating hormone (FSH), luteinizing hormone (LH) and estradiol (E2) levels. Melatonin administration had no significant effect on progesterone (P), testosterone (T) or prolactin (PRL). Conclusions: Melatonin therapy alleviated perimenopausal sleep disorders. Up-regulation of MTNR1A expression and improvement of the hormone balance were also observed, which may the reason for the observed sleep-disorder-amelioration. Melatonin has the potential to be a useful option for perimenopausal sleep disorders.