Objectives: Student-athletes are unique in their undertaking of full-time academic and athletic roles. Their dual roles impose a multitude of responsibilities in their daily lives, yet little is known about the factors that may negatively impact their ability to effectively manage these responsibilities. Participants: Data from a large sample of Canadian varsity athletes (N = 1,353) were used for the present study. Methods: The association between stress and difficulties managing daily responsibilities, while simultaneously investigating the roles of sleep difficulties and sense of belonging as contributing factors was examined. Results: Findings indicated that the moderated mediation model was significant, revealing that sleep difficulties were a significant mediator in the relationship between stress and difficulties managing daily responsibilities and that sense of belonging moderated the relationship between stress and sleep difficulties. Conclusions: The results expose complex ways that student-athletes' performances (academic and athletic) can be impaired, signaling the need to develop strategic actions toward prevention and management of stress among student-athletes.