Several studies have documented the link between exposure to bullying at work and several health problems. However, little is known about the mechanisms underpinning the relationship between bullying and its associated consequences. The aim of this study has been to test a model of mediation whereby need for recovery and worry as indicators of cognitive activation were assumed to influence the relationship between workplace bullying and sleep quality. The sample consisted of 4068 Belgium employees from approximately 30 organisations. The hypotheses were tested following a confirmatory approach involving structural equation modelling. Since the size of the sample is large, two different randomly selected samples of the dataset have been used to test the stability of the theoretical model. A full mediation model, in which need for recovery and worry mediated the relationship between workplace bullying and lack of sleep quality, yielded the best fit to the data in both samples. The results of this study underline the relevance of cognitive activation in understanding sleep disturbances.