Background <p>Academic stress is a dynamic cognitive appraisal process in which students perceive educational demands as exceeding their coping resources This perception is associated with emotional and behavioral responses that relate to well-being and perceived academic stress.</p> Objective <p>This study aimed to identify the main academic stressors in medical students and to examine their relationship with sleep quality, physical activity, and gender, specifically focusing on perceived stress rather than academic grades. </p> Methods <p>An analytical cross-sectional study was conducted including sociodemographic questions and validated instruments: the Pittsburgh Sleep Quality Index (PSQI), the Academic Stress Questionnaire (E-CEA), and the short form of the International Physical Activity Questionnaire (IPAQ). Logistic regression analyses were performed.</p> Results <p>Significant gender-related differences were found in stress responses and coping strategies. Female students reported higher levels of academic overload (<i>p</i> = 0.004), emotional demands, and exam-related anxiety (<i>p</i> = 0.005), as well as differences in exam preparation strategies (<i>p</i> = 0.037). Regarding lifestyle factors, poor sleep quality was identified as a significant factor associated with higher stress levels (OR = 1.12; 95% CI: 1.03–1.22).</p> Conclusion <p>Academic overload and exam anxiety were identified as significant factors associated with medical students´ well-being. Female students showed a higher probability of reporting stress (OR = 5.56). These findings highlight the need for gender-sensitive psychoeducational interventions that promote healthy sleep habits and stress management alongside physical activity recommendations.</p>