This study examined the relationships between sleep quality, anxiety, depression, musculoskeletal pain (MSP), and calcium intake. In this cross-sectional study (N = 1422), sleep was assessed using the Pittsburgh Sleep Quality Index, anxiety and depression were assessed using the Hospital Anxiety and Depression Scale, and calcium intake and MSP were assessed by self-reporting. Poor sleep quality was reported by 62.66% of the participants. The participants with poor sleep quality reported lower calcium intake, higher anxiety and depression levels, more severe MSP, and multisite pain. Anxiety, depression, low calcium intake, and multisite pain were significant predictors of poor sleep quality. Anxiety was predicted by poor sleep quality, depression, multisite pain, and sex (ie, female). Depression was predicted by anxiety, poor sleep quality, and low calcium intake. The findings underscore the role of low calcium intake in the development of sleep problems, anxiety, depression, and MSP. Individuals with these conditions should be advised to increase their calcium intake.