Background. The peak of sexually transmitted infections (STI) among adolescents/young adults suggests a low level of prevention. In order to assess whether the level of sexual health education (SHE), received by several channels, was effective at improving sexual behaviors, we conducted a survey among freshmen from four Italian universities. Methods. This observational cross-sectional study was conducted with an anonymous self-reported paper questionnaire, administered during teaching lectures to university freshmen of the northern (Padua, Bergamo, and Milan campuses) and southern (Palermo campus) parts of the country. Knowledge of STI (a linear numerical score), knowledge of STI prevention (dichotomous variable: yes vs. no) and previous STI occurrence (polytomous variable: “no”; “don’t know”; “yes”) were the outcomes in the statistical analysis. Results. The final number of freshmen surveyed was 4552 (97.9% response rate). The mean age of respondents was 21.4 ± 2.2 years and most of them (70.3%) were females. A total of 60% of students were in a stable romantic relationship. Only 28% respondents knew the most effective methods to prevent STI (i.e., condom and sexual abstinence), with a slightly higher prevalence of correct answers among females (31.3%) than males (25.8%). Students with history of STIs were 5.1%; they reported referring mostly to their general practitioner (GP) (38.1%) rather than discussing the problem with their partner (13.1%). At multivariable analysis, a significantly higher level of STI knowledge was observed in older students (25+ years of age), biomedical students, and those from a non-nuclear family; lower levels were found among students of the University of Palermo, and those who completed a vocational secondary school education. Those who had less knowledge about the most effective tools to prevent STIs included males, students from the University of Palermo, students registered with educational sciences, economics/political sciences, those of foreign nationality, and those whose fathers had lower educational levels. The risk of contracting STI was significantly lower only in students not in a stable relationship (relative risk ratio, RRR = 0.67; 95% confidence interval, 95%CI = 0.48; 0.94), whereas such risk was significantly higher in students with higher STI knowledge (RRR = 1.15; 95%CI = 1.08; 1.22). Discussion and Conclusions. University freshmen investigated in this study had poor knowledge of STIs and their prevention. Unexpectedly, those with higher levels of knowledge had an increased risk of STIs. There were no educational interventions—with good quality and long-term follow-ups—that increased the confidence that such SHE programs could have population level effects. A new high-quality study is therefore required to assess the effectiveness of an intervention generating behavioral changes; increasing only knowledge may not be sufficient.