BACKGROUND: Colleges and universities are currently facing the major public health issue of poor sleep quality. Sleep quality must be taken seriously to maintain the students' emotional and physical well-being. Thus, this study sought to determine how university students' levels of physical activity related to the quality of their sleep, as well as to explore the mechanisms via which physical activity affects sleep and provide suggestions for improving it. METHODS: A total of 883 university students from Ganzhou City, Jiangxi Province, China participated in the study. Their physical activity, sleep quality, ruminative thinking levels, and depression were assessed using various questionnaires. RESULTS: Through the mediating effects of rumination and depression as well as the chain-mediated effects of these two factors, physical exercise changed the quality of sleep. CONCLUSION: University students' sleep quality can be improved by increasing their physical activity and decreasing ruminative thinking and depression levels.