Background: Poor sleep quality negatively affects the readiness of military operations and is also associated with the development of mental health disorders and decreased quality of life. The purpose of this study was to investigate the sleep quality of military personnel from remote boundaries of China and its relationship with coping strategies, anxiety, and health-related quality of life (HRQoL). Methods: A cross-sectional survey was performed among military officers and soldiers from a frontier defence department and an extreme cold environment. The participants were surveyed using the Pittsburgh Sleep Quality Index (PSQI), Trait Coping Style Questionnaire (TCSQ), Self-rating Anxiety Scale (SAS), and Short Form Health Survey (SF-36). Results: A total of 489 military officers and soldiers were included. The participants had a mean age of 22.29 years. The median overall PSQI score was 7.0 (IQR, 4.0~9.0), with 40.9% (200/489) of the subjects reporting poor sleep quality. The difficulties with sleep were mainly related to daytime dysfunction due to disrupted sleep, sleep latency, and subjective sleep quality. The median score of the SF-36 physical component was 83.5 (IQR, 73.0~90.5), and the median score of the mental component was 74.1 (IQR, 60.4~85.1). Significant correlations were found between the PSQI and SF-36 (r = − 0.435, P < 0.01). Anxiety symptoms, marital status, educational background, and global PSQI score were demonstrated as predictors of a low SF-36 physical component by multiple regression analysis (F = 17.06, P < 0.001, R 2 = 0.117). Conclusions: Sleep difficulty is a prevalent and underestimated problem in the military that negatively influences HRQoL, especially in physical and social functioning. Evaluation of and education on pain were recommended because of body pain and its negative impacts on sleep quality, coping strategies, anxious emotions and HRQoL.