Purpose of Review <p>To examine the correlations among sleep quality, anxiety, and depression among medical, nursing, and dental students during the COVID-19 pandemic. We conducted a systematic review and meta-analysis, reviewing observational, cross-sectional, and longitudinal studies from multiple countries published in PubMed and Scopus (2019–2024). We assessed study quality based on the National Institutes of Health (NIH) criteria, and we evaluated reporting using the Strengthening the Reporting of Observational Studies in Epidemiology (STROBE) guidelines, with bias examined utilizing funnel plots and Egger’s test.</p> Recent Findings <p>Twelve studies (<i>n</i> = 5786 students) revealed significant correlations between poor sleep quality and increased anxiety, depression, and stress levels as measured using validated tools, including the Pittsburgh Sleep Quality Index (PSQI), the Depression Anxiety Stress Scales (DASS-21), the Generalized Anxiety Disorder Assessment (GAD-7), and the Patient Depression Questionnaire (PHQ-9). We identified correlations such as those linking the PSQI with the GAD-7 (<i>r</i> = 0.49, 95% CI [0.46,0.51]), the PSQI with the PHQ-9 (<i>r</i> = 0.66, 95% CI [0.49,0.70]), the PSQI with the DASS-21 anxiety subscale (<i>r</i> = 0.34, 95% CI [0.03,0.59]), and the PSQI with the DASS-21 depression subscale (<i>r</i> = 0.42, 95% CI [0.07,0.67]), and the DASS-21 stress subscale (<i>r</i> = 0.37, 95% CI [0.16,0.54]).</p> Summary <p>Our findings confirm a robust correlation between poor sleep quality and mental health issues during the COVID-19 pandemic. Addressing these challenges through targeted support strategies is essential for improving the well-being of healthcare students.</p>