Introduction: COVID-19 lockdown has been linked to alterations in eating behaviour and a sedentary lifestyle. As human-to-human transmission rapidly increased, the Movement Control Order (MCO) was put in place as an attempt to minimise the risk of the virus spreading in the community. This study aimed to determine whether eating behaviour was associated with sleep quality and physical activity among college students in Malaysia during MCO. Methods: This was a cross-sectional study among Malaysian students aged between 20 to 34 years old. A simple random sampling method was applied and the participants had to complete an online survey consisting of a validated Dutch Eating Behaviour Questionnaire (DEBQ), Pittsburgh Sleep Quality Index (PSQI), and International Physical Activity Questionnaire–Short Form (IPAQ-SF), distributed via an online platform. Results: A total of 370 students participated, with 22.4% emotional eaters, 58.6% external eaters, and 23.0% restrained eaters. In addition, 64.3% had poor sleep quality, while 57.6% claimed to be physically active. However, no correlations were found between all eating behaviour subscales with sleep quality and physical activity. Conclusion: More than half of college students presented with external eating behaviours. Early screening and further investigations should be done, especially with the high rate of poor sleepers, to promote and sustain a healthy lifestyle during and beyond COVID-19.