Sleep disturbance is a common complaint of Veterans with Gulf War Illness (GWI). Because there is clinical evidence that sleep quality influences pain, fatigue, mood, cognition, and daily functioning, this study will investigate whether a type of behavioral sleep treatment called Cognitive Behavioral Therapy for Insomnia (CBTi) can help Gulf War Veterans with GWI. CBTi is a multicomponent treatment where patients learn about sleep and factors affecting sleep as well as how to alter habits that may impair or even prevent sleep. The investigators hypothesize that helping Gulf War Veterans learn how to achieve better sleep with CBTi may also help to alleviate their other non-sleep symptoms of GWI.