Aim: Female students who constitute a large portion of student population in China suffer due to femininity issues, which often act as barriers in their work performance and also affect adversely their mental health. The objective of this study was to provide significant knowledge and practical recommendations for improving the mental health of students. Methods: This research tested the impact of the health behavior of Chinese female college students on their mental health. Furthermore, this study also tested the interaction of three mediators in the relationship between health behavior and the mental health of Chinese college female students. The population of this study comprised female students from Chinese colleges. A sample of 218 students was identified to fill up a survey-based questionnaire, printed and distributed to the participants. The Statistical Package for Social Sciences (SPSS) version 21 was employed in the research to determine the empirical evidence for the research model and hypotheses testing. Results: The research found that the impact of health behavior on female college students is significant for their mental health. The study also found the interaction impact of digital lending, psychiatric consultancy, and emotional well-being is also accepted on the relationship between health behavior at dental health of Chinese female students. Conclusion: This study contributed findings in the body of knowledge, which were less entertained by the scholars and inconsistency in literature was found. The study also has practical recommendations to improve the mental health of Chinese female college students.