Insomnia and anxiety often occur together in adults and have a mutually reinforcing effect, thus increasing the burden of symptoms and the deterioration of the quality of life. The cognitive-behavioral therapy for insomnia (CBT-I) is still considered the best treatment, but the difficulty of getting it still makes an alternative that can be easily used necessary. Sleep hygiene education (SHE) has presented itself as a cheap and low-cost behavioral intervention, yet its potential for treating comorbid insomnia and anxiety is still not well-established. This narrative review presents the integrated research from randomized controlled trials regarding the effects of the structured SHE approach on sleep disorders and anxiety symptoms among the adult population with comorbidities. Regardless of the variety of research set-ups and the methods of delivery, SHE was linked to a significant decrease in insomnia severity and a slight rise in anxiety compared to minimal or general health education controls. The impact of the treatment was usually seen in a period of 4 to 8 weeks, and the compliance rate was over 70%, which indicated that SHE was practical in everyday life. It was found that sleep quality improvements were linked to the reduction of anxiety symptoms in a consistent manner. Even though the impacts were less than those of CBT-I, the convenience and good risk–benefit ratio of SHE back its application in the main or incremental treatment, especially in places with limited resources.