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Background Because of the advanced age of patients with cardiovascular disease (CVD), prevention of sleep disorder and dementia is a priority for cardiac rehabilitation (CR) during their long-term care. This study aimed to investigate the association of physical activity with sleep quality and cognitive function in elderly patients with CVD in the CR maintenance phase. Methods We conducted a multicenter study through the Clinical Exercise Physiology Association Japan network, which included 102 elderly patients (mean age, 74 ± 7.4 years) with CVD undergoing phase III CR at 6 institutions. Physical activity was assessed using a triaxial accelerometer for 7 consecutive days and was classified as locomotive and household activities. Physical fitness was assessed via 6-min walking distance (6MD), hand grip power, 10-m walking speed, one leg standing time with eyes open, and 10 times sit-to-stand tests. Sleep quality and cognitive function were evaluated using the Pittsburgh sleep quality index (PSQI) and mini-mental state examination (MMSE) scores, respectively. Results The patients performed 5506.8 ± 3743.6 steps/day and scored 5.8 ± 3.5 points in the PSQI and 28.4 ± 1.7 points in the MMSE. Sleep latency and MMSE scores correlated with locomotive activity, but not with household activity. Locomotive activity and 6MD were independent predictors of sleep latency and MMSE score, respectively. When patients with heart failure were excluded, the relationship between sleep latency and locomotive activity was preserved, but the relationship between exercise tolerance and cognitive function disappeared. Conclusion Locomotive activity and exercise tolerance are associated with sleep latency and cognitive function in elderly patients with CVD continuing phase III CR. However, in this study, the relationship between exercise tolerance and cognitive function was offset by the presence of heart failure.