Sleep problems in university students are important and have implications for health, quality of life, and academic performance. Using an ex post facto design, a total sample of 855 students (55.7% women) participated in the study. Sleep assessment was conducted using the Pittsburgh Sleep Quality Index, the Nightmare Frequency Scale, the Nightmare Proneness Scale, and the Composite Morningness Scale. Women show a higher risk [OR = 2.61] of presenting poor sleep quality (> 5 points on the PSQI) compared with men (p < 0.001). Similarly, women reported a greater frequency of nightmares (p < 0.001, d = 0.60), greater propensity for nightmares (p < 0.001, d = 0.70) and a higher score on Item-5h of the PSQI regarding nightmares (p < 0.001, d = 0.59). Women, compared with men, show higher risk [OR = 2.84] for a sleep disorder related to nightmares (p = 0.012). Women need more time to reach a state of alertness after getting up (p = 0.022), and there was an interaction between sex and the alertness factor when evaluating the subjective quality of sleep (p = 0.030). Women show worse sleep quality and a higher frequency and propensity for suffering nightmares. When considering the relationship between sleep quality and academic performance, it is observed that students with poor sleep quality obtain lower academic scores (M = 7.21, SD = 0.805) than those with good sleep quality (M = 7.32, SD = 0.685), an effect that reaches significance (t = 2.116, p = 0.035). Regarding the relationship between the categorized chronotype and academic performance, students with a morning chronotype achieve better academic results (M = 7.41, SD = 0.89) than their evening counterparts (M = 7.15, SD = 0.76), although these differences have a small effect size (d = 0.31).