We propose a novel machine learning-based method for analysing multi-night actigraphy signals to objectively classify and differentiate nocturnal awakenings in individuals with chronic insomnia (CI) and their cohabiting healthy partners. We analysed nocturnal actigraphy signals from 40 cohabiting couples with one partner seeking treatment for insomnia. We extracted 12 time-domain dynamic and nonlinear features from the actigraphy signals to classify nocturnal awakenings in healthy individuals and those with CI. These features were then used to train two machine learning classifiers, random forest (RF) and support vector machine (SVM). An optimization algorithm that incorporated the predicted quality of each night for each individual was used to classify individuals into CI or healthy sleepers. Using the proposed actigraphic signal analysis technique, coupled with a rigorous leave-one-out validation approach, we achieved a classification accuracy of 80% (sensitivity: 76%, specificity: 82%) in classifying CI individuals and their healthy bed partners. The RF classifier (accuracy: 80%) showed a better performance than SVM (accuracy: 75%). Our approach to analysing the multi-night nocturnal actigraphy recordings provides a new method for screening individuals with CI, using wrist-actigraphy devices, facilitating home monitoring.