<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2019-10-18</periodOfReport>

    <issuer>
        <issuerCik>0000827187</issuerCik>
        <issuerName>Sleep Number Corp</issuerName>
        <issuerTradingSymbol>SNBR</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001551521</rptOwnerCik>
            <rptOwnerName>Bloomquist Andrea Lee</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1001 THIRD AVENUE SOUTH</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>MINNEAPOLIS</rptOwnerCity>
            <rptOwnerState>MN</rptOwnerState>
            <rptOwnerZipCode>55404</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isOfficer>1</isOfficer>
            <officerTitle>SVP, Chief Product Officer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2019-10-18</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness></transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>26520</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>47.9698</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>50417</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">The price reported in Column 4 is a weighted average price.  These shares were sold in multiple transactions at prices between $47.10 and $49.59, inclusive.  The reporting person will provide to the SEC Staff, Sleep Number or any security holder of Sleep Number, upon request, full information regarding the number of shares sold at each separate price.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Andrea L. Bloomquist, by Rebecca L. Long, attorney-in-fact</signatureName>
        <signatureDate>2019-10-22</signatureDate>
    </ownerSignature>
</ownershipDocument>
