Research demonstrates that sleep is one of the physical issues disturbing university students and predicting academic performance. Loneliness and rumination have been shown to predict sleep quality in many Western samples. Yet these research studies did not consider the mixed features of the two dimensions of rumination, brooding and reflection, in their investigation. No study has yet examined the relationships between these factors together. In a cross-sectional sample of one thousand and sixty-nine university students in Hong Kong, the present study investigated the relationships between loneliness, sleep quality, ruminative brooding, and ruminative reflection. Results showed that sleep quality was negatively correlated with loneliness and ruminative brooding, but not with ruminative reflection. Similarly, loneliness was negatively correlated with ruminative brooding, but not with ruminative reflection. The findings provide the first empirical evidence to investigate the relationships between loneliness and sleep quality among university students in Hong Kong, and also suggest the implications of the mixed features of rumination in the context of loneliness and sleep.