Objective University students experience common mental health problems such as depression, anxiety, and stress along with poor‐sleep quality. This study explores the relationships between these concepts and help‐seeking intention in a general Australian university student population. The primary aim was to examine the moderating effects of sleep quality on help‐seeking intention for common mental health problems. The secondary aim was to examine sex differences in help‐seeking behaviour. Method University students, between 18 and 55 years of age (M = 30.18, SD  = 11.37, N = 117) of which 98 were female, completed an on‐line survey assessing help‐seeking intentions, common mental health problems, and sleep quality. Results High levels of depression, anxiety, and stress were significantly associated with decreased sleep quality or decreased help‐seeking intention. A multiple regression analysis predicted that students were more likely to report intention to seek help if they had lower scores of depression, but higher scores of stress. Help‐seeking intention levels were lower for males than females. Poor‐sleep quality was not found to be a moderator of help‐seeking intention. Conclusion Although the proposed moderation effect of poor‐sleep quality on the relationship between common mental health problems and help‐seeking intention was not supported, the study advanced our knowledge of university students’ low intention to seek help, despite high scores of poor‐sleep quality. Implications for on‐campus interventions and raising awareness among students about these issues are discussed.