Abstract Objective To compare the effects of strength training with load progression after 4 weeks on sleep parameters and mental health in college students. Methods A total of 17 university students (11 women, 6 men), ranging from 18 to 21 years old, were randomized into a strength training group (STG) and a control group (CG). The Pittsburgh sleep quality index (PSQI), insomnia severity questionnaire, hospital anxiety and depression (HAD) scale, profile of mood states (POMS), and chronotype were used to evaluate the main outcomes. Training consisted of 60 minute·d−1 (2 times/week, for 4-weeks), with 3 sets of 10 to 12 repetitions, and a 1-minute rest interval between sets and exercises. Baseline and postintervention differences were analyzed using generalized estimating equations (GEE). Results After 4 weeks of ST, a significant time effect on the chronotype (β: 1.33; p < 0.05) was observed in the STG. Additionally, there was a significant time and group effect in the reduction of tension (β: 5.00; p < 0.05), depression (β: 15.41; p < 0.05), anger (β: 8.00; p < 0.05), and confusion (β: 6.50; p < 0.05). For fatigue (β: 2.66; p < 0.05), there was a significant time effect difference in its reduction. Vigor was meaningfully increased in the STG group (β: −1.75; p < 0.05). Furthermore, a significant positive relationship was observed between sleep quality and anxiety (r = 0.54; p = 0.03). Finally, insomnia was positively related with an increase in confusion (r = 0.70; p = 0.04) and anxiety (r = 0.52; p = 0.04), as well as with a decrease in vigor (r = −0.71; p = 0.03). Discussion Short-term strength training for 4 weeks was effective for improving mental health, helping achieve characteristics of a positive mood profile, that is, low values for negative factors and a high value for the positive factor.