Thermal environment can greatly influence one's sleep quality, yet research into thermal satisfaction and sleep quality is lacking. This study investigates the thermal environment, thermal sensation, satisfaction and sleep quality of university students residing in dormitory in Hong Kong in winter. Based on subjective questionnaire and environmental measurement, it was found that under the same thermal condition, females selected a bedding system with higher total thermal resistance than males. Self-assessed overall sleep quality was associated with mid-sleep/early awakenings, refreshment and duration of sleep, and sleep quality was largely influenced by thermal comfort and satisfaction. Thermally satisfied subjects and those with neutral thermal sensation had significantly better sleep quality. Thermal satisfaction and sleep quality toward hot and cold environments were also different. Existing sleeping thermal comfort models failed to predict accurately the thermal sensation in sleeping state, suggesting a need for the development of better prediction model for sleeping person.