Background COVID-19 has been reported to affect the sleep quality of Chinese residents; however, the epidemic’s effects on the sleep quality of college students during closed-loop management remain unclear, and a screening tool is lacking. Objective This study aimed to understand the sleep quality of college students in Fujian Province during the epidemic and determine sensitive variables, in order to develop an efficient prediction model for the early screening of sleep problems in college students. Methods From April 5 to 16, 2022, a cross-sectional internet-based survey was conducted. The Pittsburgh Sleep Quality Index (PSQI) scale, a self-designed general data questionnaire, and the sleep quality influencing factor questionnaire were used to understand the sleep quality of respondents in the previous month. A chi-square test and a multivariate unconditioned logistic regression analysis were performed, and influencing factors obtained were applied to develop prediction models. The data were divided into a training-testing set (n=14,451, 70%) and an independent validation set (n=6194, 30%) by stratified sampling. Four models using logistic regression, an artificial neural network, random forest, and naïve Bayes were developed and validated. Results In total, 20,645 subjects were included in this survey, with a mean global PSQI score of 6.02 (SD 3.112). The sleep disturbance rate was 28.9% (n=5972, defined as a global PSQI score >7 points). A total of 11 variables related to sleep quality were taken as parameters of the prediction models, including age, gender, residence, specialty, respiratory history, coffee consumption, stay up, long hours on the internet, sudden changes, fears of infection, and impatient closed-loop management. Among the generated models, the artificial neural network model proved to be the best, with an area under curve, accuracy, sensitivity, specificity, positive predictive value, and negative predictive value of 0.713, 73.52%, 25.51%, 92.58%, 57.71%, and 75.79%, respectively. It is noteworthy that the logistic regression, random forest, and naive Bayes models achieved high specificities of 94.41%, 94.77%, and 86.40%, respectively. Conclusions The COVID-19 containment measures affected the sleep quality of college students on multiple levels, indicating that it is desiderate to provide targeted university management and social support. The artificial neural network model has presented excellent predictive efficiency and is favorable for implementing measures earlier in order to improve present conditions.