Results on correlations between variables in this study are presented in Table 2. Specifically, females, 9th graders and left behind children and students with more COVID-fear was significantly associated with higher level of insomnia, depressive and anxiety symptoms. However, both better nutrition and higher PA level were significantly correlated with lower level of the three symptoms. Specific correlation coefficients and significance can be obtained in Table 2.

As shown in Table 3, eight variables significantly correlated with one or more symptoms (i.e., gender, grade, residence, left behind status, household income, COVID-fear, nutrition and PA) were included in the generalized linear models. Females, left behind children and students with more COVID-fear were more likely to develop insomnia symptoms (females: β = .10 [.06, .14], p < .001; non-left behind: β = −.06 [−.10, −.02], p = .002; more COVID-fear: β = .01 [.01, .01], p < .001), depressive symptoms (females: β = .10 [.02, .18], p = .014; non-left behind: β = −.06 [−.10, −.02], p = .002; more COVID-fear: β = .01 [.00, .01], p = .001) and anxiety symptoms (females: β = .012 [.03, .21], p = .010; non-left behind: β = −.13 [−.22, −.04], p = .005; more COVID-fear: β = .01 [.00, .01], p = .009) concurrently. Regarding the two lifestyle behaviors concerned in this study, better nutrition was associated with lower level of insomnia symptoms (β = −.01 [−.02,−.01], p < .001) and depressive symptoms (β = −.03 [−.04, −.02], p < .001); with lowly active physically as the referent, moderately active physically was significantly associated with lower level of depressive symptoms (β = −.16 [−.26, −.06], p = .002) and anxiety symptoms (β = −.16 [−.27, −.05], p = .005), while highly active physically was associated with lower level of insomnia symptoms (β = −.05 [−.10, −.01], p = .020), depressive symptoms (β = −.17 [−.27, −.08], p < .001) and anxiety symptoms (β = −.15 [−.25, −.05], p = .004).

Using data from a large sample of Chinese adolescents collected during the COVID-19, this study aimed to determine correlates of insomnia, depressive and anxiety symptoms. Results showed that prevalence of these above-mentioned symptoms was high in our sample with being more prevalent among female participants, left behind children and students with higher COVID-fear. Both better nutritional status, moderately and highly active (PA) levels were protective factors for depression and anxiety, while highly active (PA) level was significantly associated with lower level of insomnia symptoms. Possible explanation for these results will be discussed below.

Prevalence of insomnia, depressive and anxiety symptoms in this study are similar to results from two previous large-scale epidemiological studies (conducted in March 2020) on Chinese adolescents (the peak period of COVID-19 in China) (Zhou, Wang, et al., 2020; Zhou, Zhang, et al., 2020). Due to the COVID-19 outbreak, schools in China have been locked down at all levels indefinitely. Although educational authorities have developed online portals and applications to deliver lectures or other teaching activities, the uncertainty of academic development would have adverse impact on students’ psychological health. Besides, students were required to report their daily health conditions and comply with strict prevention measures of the COVID-19, which may lead to psychological distress. The high prevalence of mental problems is a warning that we should not ignore, particularly among adolescents despite that COVID-19 situation has been better. In fact, recent studies have found that negative impact of the pandemic on mental health, may be continuous and long-term (Gan et al., 2020; Sher, 2020). Collectively, results in this stuy have informed stakeholders (policy makers, educators and psychologists) to provide timely and effective interventions for mental health benefits.

Consistent with pre-COVID-19 studies (Mallampalli & Carter, 2014; Salk et al., 2017), the present study shows that female participants were reported with higher level of insomnia, depressive and anxiety symptoms than their male counterpart. Previous studies have noted that females appear to be more vulnerable to insomnia, depressive and anxiety symptoms compared with males (Suh et al., 2018; Van Eycken et al., 2020). The gender differences in these symptoms may be be driven by a complicated interplay of biological, physiological and social factors that play differential roles throughout the life span (Suh et al., 2018). Such symptomatic variation in this study are thought to emerge in adolescence with the onset of menstruation in girls (Mallampalli & Carter, 2014). Moreover, gender differences may be related to social desirability: Girls are expected to be more emotionally sensitive, experiencie more body dissatisfaction and ruminate more as a coping strategy, which all have been associated with a greater likelihood of mental health problems (Martínez-Hernáez et al., 2016; Van Droogenbroeck et al., 2018).

Additionally, left behind children showed greater levels of insomnia, depressive and anxiety symptoms, indicating the negative impact of parental absence on mental health of Chinese left behind adolescents. The attachment theory has a great emphasis on the enduring bond of children to their parents - these ties are crucial for physical and emotional adaptation (Allen et al., 1998). Unfortunately, left behind children experience separation from an attachment figure, ongoing parent-child interactions to fortify their bonds become inhibited, which results in stressful situations that fuel sleep and mental health problems. Indeed, a previous study with a large sample of Chinese left behind children found that the longer the parents are absent, the higher the frequency of insomnia symptoms in children (Tang et al., 2020). Thus, the promotion of harmonious parent-child interactions is critical to enhance children’s sleep quality and their healthy development physically and mentally.

Besides, higher COVID-fear was significantly associated with greater levels of insomnia, depression and anxiety. This result is partially supported by a pre-COVID study indicating that individuals who lived in a stressful and fearful environment were more likely to report insomnia (Perogamvros et al., 2020). A recent study conducted during the COVID-19 also suggested that COVID-fear was associated with psychological distress and life dissatisfaction (Satici et al., 2020), indicating that such life-threatening perception possibly increases the incidence of mental health problems. In this regard, it was reported that individuals with increased fear of COVID-19 have committed suicide due to their fear of being infected, even though they were not (Dsouza et al., 2020; Mamun & Griffiths, 2020). Thus, the government and health authorities should update COVID-19 information in a timely and accurate manner to stop the spread of rumors, ultimately leading to the reduced possibility of being fearful. Although significant associations between fear and these negative mental outcomes have been documented among adults (Ahorsu, Imani et al., 2020), results of the present study has filled void in such COVID-19 condition, particularly among adolescents.

Despite risk factors mentioned above, the current study indicated that adopting a healthy lifestyle is helpful to protect adolescents’ mental health. Associations of single lifestyle behavior with the symptoms of insomnia, depression and/or anxiety have been reported in the absence of a pandemic (Biddle et al., 2019; Weng et al., 2012), which is further supported by our results. Numerous studies have investigated the effects of some sleep-promoting food (Stonge et al., 2016). Thus, it is reasonable to find that good nutrition could improve insomnia symptoms, while a unhealthy pattern has been found to worsen the mental state and cognitive functioning (Weng et al., 2012; Yu et al., 2020). Studies have found that sustained adherence to healthy eating patterns, such as the Mediterranean diet, can reduce markers of inflammation in humans (Kastorini et al., 2011). Since heightened inflammation have been found to be linked to various mental health conditions, including mood disorders (Yuan et al., 2019), which might present a pathway through which good nutrition could decrease the risk of depressive symptoms. Although the influence of diet and food components on mental health has been gaining special attention in recent years, the potential mechanisms regarding the relationship between nutritional habits and mental health has been unexplored (Moreno-Campuzano et al., 2020), which requires further investigation.

With regard to PA, both moderately and highly active (PA) levels are associated with lower level of depressive and anxiety symptoms in this study. Numerous reviews have demonstrated the positive impact of PA on adolescent mental health, with some hypothesized mechanisms related to neurobiological, psychosocial or behavioral factors (Lubans et al., 2016). The neurobiological mechanism hypothesis proposes that PA enhances mental health via changes in the structural and functional composition of the brain (Lin & Kuo, 2013). The psycholosocial mechanism hypothesis recognizes that physical activity provides an opportunity for social interaction, self-efficacy and perceived competence and improvements in body image (Doré et al., 2020). The behavioral mechanism hypothesis proposes that PA may improve self-regulation and coping skills which, in turn, helps adolescents effectively stay positive mentally (Lubans et al., 2016). Besides, question about the differential effects of PA intensity/level on mental health (Ayala et al., 2020; Kandola et al., 2020) is answered by results of the current study indicating that only the highly active group reported significantly lower level of insomnia symptoms as compared to the lowly active group. It may be that vigorous PA would consume much more individual energy stores than moderate and low PA, so it may increase the need for sleep at night in order to reduce metabolic requirements for energy conservation and/or body restoration (Driver & Taylor, 2000; Zou et al., 2018). Given the positive impact of good nutrition and moderately and highly active (PA) levels, it is expected that the combinations of better nutrition and active PA would lead to greater benefits in mental health than promoting one healthy lifestyle behavior alone during the COVID pandemic.

Some limitations in our study should be mentioned. First, the study involved only junior middle school students. Therefore, one should be cautious in generalizing our findings to Chinese adolescents. Second, exclusionary criteria was not listed (e.g., participants with diabetes, cardiovascular, neuropsychiatric disease), which may cause bias in our results. Third, the cross-sectional design precludes making causal inferences and no comparable pre-COVID-19 data were available within this study. Thus, longitudinal and retrospective study are encouraged. Forth, the self-reported information may cause bias due to the social desirability effect and memory error. Thus, there is a need for better-designed studies with lager sample size and objective measure to provide more valuable information. Fifth, although the presence of mental problems was assessed by standardized questionnaires, these measures are not equivalent to clinical diagnoses, thus future studies with diagnostic interviews should be used. Lastly, we did not measure our participants about their degree of trauma in the outbreak, such as whether any their family members lost their jobs or even lives due to the COVID-19, which might influence mental status.

Despite these limitations, our findings have clinical and policy implications. First of all, psychology counselors in school should pay attention to the assessment of students’ mental problems, communicating with their parents in a timely manner so as to implement effective intervention. In addition, health authorities and educators need to identify high-risk groups to carry out early psychological intervention. Moreover, more attention should be given to the female students, left behind children and students with greater level in COVID-fear. More importantly, healthy lifestyle behaviors (healthy diet and physically active) should be promoted as an important preventive strategy to maintain their mental health.

This work was supported by the National Social Science Foundation of China [grant number 16CSH049]; National Natural Science Foundation of China [grant number 31871115]; Key Research Projects of Colleges and Universities in Guangdong Province [grant number 2018WZXDM015]; and Shenzhen Basic Research Grant [grant number 2019SHIBS0003].