Participants in Phase 1 who have both knee OA and insomnia will be asked to continue into Phase 2, which will last 8 months. These participants will be randomly assigned to receive two different forms of behavioral treatment, cognitive behavior therapy (CBT) or a behavioral desensitization treatment. Participants assigned to both treatments will meet with a psychologist once a week for 8 weeks. Participants will learn new sleeping habits and mental exercises designed to reduce arousal and alertness while trying to sleep. All participants will attend four assessment visits over the course of Phase 2. The first visit will occur at Week 4 and will include completing questionnaires and undergoing pain testing. The second visit will occur at Week 8 and will include the same questionnaires, further pain testing with optional blood draws and physical tests and an in-home sleep study. Two weeks before assessment Visit 3, participants will receive a diary in the mail, which they will use to keep track of their pain, sleep, medications, and symptoms until Visit 3. Assessment Visit 3 will take place at Month 5 and will include the same procedures followed during Visit 2. Participants will complete a second diary 2 weeks before Visit 4. At Visit 4, which will occur at Month 8, the same procedures completed at Visits 2 and 3 will be repeated.