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(USA TODAY) -- Most people with insomnia have probably heard this advice: exercise more and you will sleep better.

The advice is excellent, but it should come with a caveat, say researchers behind a new study. It turns out that exercising today probably won't help insomniacs sleep better tonight - though it will help a lot in the long run.

The small study, published Thursday in the Journal of Clinical Sleep Medicine, documents a phenomenon that "frustrates patients," and discourages many from keeping up their exercise routines, says lead author Kelly Glazer Baron, a clinical psychologist at Northwestern University Feinberg School of Medicine in Chicago.

"They come to us and say, 'I exercised until I was exhausted, but I still couldn't sleep,' " she says.

The new study uses data from a previously published larger study; it showed that a 16-week exercise program, combined with better sleep habits, helped people with insomnia sleep longer and better than those who worked on sleep habits alone.

For the new report, Baron and colleagues took a closer look at data collected on 11 women ages 57 to 70 in the exercise program. The women kept exercise and sleep diaries and also wore tracking devices on their wrists that recorded how long they took to fall asleep, how often they woke up and how much sleep they got each night.

The women were all inactive at first, but worked up to exercising for about 30 minutes three or four times a week. Most walked on treadmills.

Overall, results were very good: After 16 weeks, the women were sleeping an extra 46 minutes a night - 6 hours and 40 minutes, up from 5 hours and 54 minutes, on average.

But there were no immediate payoffs, in longer or better sleep, on the nights after workouts. The researchers did pick up on one immediate link between exercise and sleep, though: Women who had a particularly bad night's sleep were less likely to exercise the next day.

The bottom line is that exercise does pay off over time and that it's worth fighting past a day's fatigue to keep up the routine, Baron says.

"Of course, there is no quick cure for insomnia," says Barbara Phillips, a sleep medicine specialist at the University of Kentucky, Lexington. She was not involved in the study but says it suggests exercise produces impressive long-term results - and would be a much better choice than sleeping pills for most people.

Phillips is a spokesperson for the non-profit National Sleep Foundation. That group released a poll earlier this year that showed healthy people - those without insomnia or other sleep problems - report sleeping better the night after a workout.

That has also been shown in lab studies, Baron says. It's not clear why people with insomnia don't get the same immediate benefits. But, she says, "It probably has to do with the underlying reasons they have insomnia."

Insomnia is defined as having trouble falling asleep, staying asleep or getting restful sleep. Sufferers also have trouble functioning during the day because of their sleep problems. Sleep doctors recommend that people with insomnia go to bed and get up at the same times each day and follow other sleep-promoting habits, such as limiting caffeine and keeping bedrooms cool and dark. Some also benefit from behavioral therapy.

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