Exercise training during evening may disturb sleep patterns and hinder recovery process. The present study aimed to examine the effect of whole body cryotherapy (WBC) exposure after training in the evening on sleep quality and night heart rate variability (HRV). A total of 22 physically active men were randomized to undergo either WBC (3-min at -40°C, wind speed of 2.3 m s) or passive recovery (control) following an evening training consisting of 25 min of continuous running at 65% of the maximal aerobic speed (MAS) followed by intermittent running at 85% of the MAS. Each night following the training, the number of movements and HRV during sleeping time were recorded. The next morning, subjective sleep quality and perceived pain were assessed using Spiegel questionnaire and a visual analogue scale, respectively. The number of movements during the night following WBC was significantly reduced (p < 0.05) compared with the control condition. Subjective sleep quality following WBC was significantly better than the control group (p < 0.05). During the estimated slow-wave sleep (SWS), the high frequency power (HF) was higher in the WBC group than the control group (p < 0.05), and the low frequency power (LF) and the LF/HF ratio were lower than the control group (p < 0.05). Pain was significantly reduced following WBC compared to the control (p < 0.01). In conclusion, the use of 3-min WBC after training in the evening improves subjective and objective sleep quality in physically active subjects, which may be due to greater pain relief and improved parasympathetic nervous activity during the SWS period.