Previous research indicates that sleep difficulties and stress are prevalent in college students. The main aim of the current study was to investigate the role of repetitive negative thinking (RNT), cognitive emotion regulation, and negative affect as mediators of the relationship between stress and sleep difficulties. We also intended to analyse the associations between all these variables and the gender differences. A sample of 549 college students completed self-report measures assessing the mentioned variables. Descriptive and correlational analyses showed significant differences between genders. In total sample, sleep difficulties were positively associated with perceived stress, negative affect, RNT and cognitive emotional strategies (rumination, self-blaming, catastrophizing, and acceptance). Mediation analyses suggested that in addition to the direct effect of stress on sleep difficulties, rumination and negative affect were important mediators in this relationship (after controlling gender). RNT did not mediate this association; however it was significantly associated to rumination and/or negative affect. These findings suggest that the effect of stress on sleep difficulties is strengthened by rumination and/or negative affect. The negative impact of RNT (content free) only occurs if associated to rumination and/or negative affect. •Stress has a direct effect (after gender control) on sleep difficulties.•Rumination mediates the effect of repetitive thinking in sleep difficulties.•Negative affect mediates the effect of repetitive thinking in sleep difficulties.