Poor sleep is an issue for people with rheumatoid arthritis (RA), which may curtail their ability to function appropriately and reduce their activity levels. This paper describes a protocol for a pilot randomised controlled trial of an aerobic exercise intervention compared with exercise advice designed to improve sleep in people with RA. Objectives are to obtain reliable estimates regarding recruitment rates, participant retention and protocol adherence and to generate potential effect size estimates for a main trial. Participants will be identified from an existing database held at a University Hospital and in person at weekly rheumatology clinics. Participants meeting the inclusion criteria will be randomised into an intervention or control group. Those in the intervention group will participate in an 8-week walking-based exercise intervention consisting of 28 walking sessions, with 1 session per week being supervised by a trained physiotherapist, spread over a maximum of 8 weeks (2–5 times/week), while those in the control group will receive advice on the benefits of exercise for people with RA. Results will provide data for efficient recruitment and data collection, to determine if a larger, statistically powered main trial could be generalised to a multi-centre rheumatoid arthritis population. Given recent information that sleep is commonly reduced in people with RA and that physical activity and exercise profiles are lower, this study will contribute data to the field of exercise and sleep that is currently lacking and importantly will include people with RA in the study process prior to any fully powered trial. Trial registration number: ClinicalTrials.gov Identifier: NCT03140995 (April 25th, 2017).