Objective: To understand the association of physical exercise willingness and insomnia with depressive symptoms among college students, so as to provide reference for improving depressive symptoms of college students. Methods: From October 2022 to April 2023, cluster sampling was used to recruit 11 101 college students from four colleges in Anhui Province. The questionnaire survey was conducted to investigate the willingness to engage in physical exercise, insomnia and depressive symptoms of college students. The multivariate Logistic regression model was used to analyze the association of physical exercise willingness and insomnia with depressive symptoms of college students. Results: The prevalence of depressive symptoms among college students was 9.24%. Multivariate Logistic regression analysis showed that college students who were passive participants/non participants in physical activity, or who experienced insomnia, had a higher likelihood of depressive symptoms compared to those who were active participants or did not experience insomnia ( OR =1.84, 2.07, 4.02, all P <0.01). College students who were passive participants or non participants in physical activity and concurrently experienced insomnia had a higher risk of depressive symptoms compared with those who were active participants or did not experience insomnia ( OR =1.87-8.39, all P <0.01). Gender stratified analysis showed that the combined effect of passive physical exercise and insomnia increased the risk of depressive symptoms in both male ( OR = 1.81 -9.87) and female college students ( OR =1.67-7.39) (all P <0.05). Conclusions Both physical exercise willingness and insomnia are associated with depressive symptoms in college students. In order to improve the depressive symptoms of college students, it is necessary to improve the enthusiasm of physical exercise and strengthen the education of sleep health awareness.