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Sleep quality is crucial to both mental and physical well-being. The COVID-19 pandemic, which has notably affected the population's health worldwide, has been shown to deteriorate people's sleep quality. Numerous studies have been conducted to evaluate the impact of the COVID-19 pandemic on sleep efficiency, investigating their relationships using correlation based methods. These methods merely rely on learning spurious correlation rather than the causal relations among variables. Furthermore, they fail to pinpoint potential sources of bias and mediators and envision counterfactual scenarios, leading to a poor estimation. In this paper, we develop a Causal Machine Learning method, which encompasses causal discovery and causal inference components, to extract the causal relations between the COVID-19 pandemic (treatment variable) and sleep quality (outcome) and estimate the causal treatment effect, respectively. We conducted a wearable-based health monitoring study to collect data, including sleep quality, physical activity, and Heart Rate Variability (HRV) from college students before and after the COVID-19 lockdown in March 2020. Our causal discovery component generates a causal graph and pinpoints mediators in the causal model. We incorporate the strongly contributing mediators (i.e., HRV and physical activity) into our causal inference component to estimate the robust, accurate, and explainable causal effect of the pandemic on sleep quality. Finally, we validate our estimation via three refutation analysis techniques. Our experimental results indicate that the pandemic exacerbates college students' sleep scores by 8%. Our validation results show significant p-values confirming our estimation.