Background Sodium-glucose co-transporter-2 (SGLT2) inhibitors improve cardiovascular outcomes in heart failure (HF), but their effect on sleep quality (SQ) and patient-centered outcomes remains unclear. Objective This study aims to evaluate the impact of SGLT2 inhibitor use on SQ, anxiety, and quality of life in patients with HF. Methods This longitudinal observational study included 95 HF patients grouped by SGLT2 inhibitor use. A total of 79 patients (SGLT2 inhibitor group: 33; non-SGLT2 inhibitor group: 46) completed a 6-month follow-up. Sleep quality was assessed using the Pittsburgh Sleep Quality Index (PSQI), anxiety with the Beck Anxiety Inventory (BAI), and quality of life with the Short Form-36 (SF-36). Subgroup analyses were conducted based on left ventricular ejection fraction (LVEF), and logistic regression was used to identify predictors of PSQI improvement. Results At baseline, PSQI scores were slightly better in the SGLT2 inhibitor group (p = 0.036), while BAI and SF-36 scores were similar. At follow-up, the SGLT2 inhibitor group showed significant improvements in PSQI (p < 0.001) and BAI (p = 0.002), whereas no significant changes were observed in the non-SGLT2 inhibitor group for either PSQI (p = 0.698) or BAI (p = 0.373). PSQI improvement was observed in SGLT2 users regardless of LVEF. In multivariate analysis, SGLT2 inhibitor use was an independent predictor of PSQI improvement (adjusted OR: 4.255; p = 0.010). Conclusion SGLT2 inhibitor use was associated with improved SQ and reduced anxiety in patients with HF, suggesting symptom-related benefits beyond cardiovascular effects.