Abstract: Almost 30\% of the adult population in the world is experiencing or has experience insomnia. Cognitive Behaviour Therapy for insomnia (CBT-I) is one of the most effective treatment, but it has limitations on accessibility and availability. Utilising technology is one of the possible solutions, but existing methods neglect conversational aspects, which plays a critical role in sleep therapy. To address this issue, we propose a PhD project exploring potentials of developing conversational artificial intelligence (AI) for a sleep coaching programme, which is motivated by CBT-I treatment. This PhD project aims to develop natural language processing (NLP) algorithms to allow the system to interact naturally with a user and provide automated analytic system to support human experts. In this paper, we introduce research questions lying under three phases of the sleep coaching programme: triaging, monitoring the progress, and providing coaching. We expect this research project's outcomes could contribute to the research domains of NLP and AI but also the healthcare field by providing a more accessible and affordable sleep treatment solution and an automated analytic system to lessen the burden of human experts.