Background: The coronavirus disease 2019 (COVID-19) pandemic has increased the already high levels of stress that higher education students experience. Stress influences health behaviors, including those related to dietary behaviors, alcohol, and sleep; yet the effects of stress can be mitigated by resilience. To date, past research studying the connections between dietary behaviors, alcohol misuse, sleep, and resilience commonly investigated singular relationships between two of the constructs. The aim of the current study was to explore the relationships between these constructs in a more holistic manner using mediation and moderation analyses. Methods: Higher education students from China, Ireland, Malaysia, South Korea, Taiwan, the Netherlands, and the United States were enrolled in a cross-sectional study from April to May 2020, which was during the beginning of the COVID-19 pandemic for most participants. An online survey, using validated tools, was distributed to assess perceived stress, dietary behaviors, alcohol misuse, sleep quality and duration, and resilience. Results: 2254 students completed the study. Results indicated that sleep quality mediated the relationship between perceived stress and dietary behaviors as well as the relationship between perceived stress and alcohol misuse. Further, increased resilience reduced the strength of the relationship between perceived stress and dietary behaviors but not alcohol misuse. Conclusion: Based on these results, higher education students are likely to benefit from sleep education and resilience training, especially during stressful events.