Objective: To examine the associations between sleep problems and mental health dimensions in university students, and the effect of sex on these associations. Participants: Self-reported survey data from 3,483 students aged 18-30 years was drawn from a larger web-based study (i-Share) conducted in France in the years 2013-2017. Methods: We performed logistic regression analyses stratified by sex using insufficient sleep duration, poor sleep quality, difficulty initiating sleep and excessive daytime sleepiness, in relation with stress, self-esteem, depression and anxiety. Results: All sleep problems were strongly associated with all mental health dimensions, particularly anxiety, in female students. Sleep and mental health problems were also associated in male students, with the exception of low self-esteem, but odds ratios were lower than for female students. Conclusions: Present findings warrant attention to propose early interventions targeting sleep and mental health in the university setting taking sex into account.