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Post-exercise appetite loss may interfere with adequate recovery nutrition in athletes; however, the substantial inter-individual variability in appetite responses remains insufficiently understood. This exploratory cross-sectional study investigated lifestyle- and health-related factors associated with post-exercise appetite loss in 35 female university athletes. Appetite loss was assessed as a self-reported binary outcome (often, sometimes/never). Associations with subjective sleep quality and other lifestyle-related variables were examined using contingency analysis, followed by exploratory logistic regression. Post-exercise appetite loss was reported by 74.3% of participants and did not differ across sports disciplines, indicating that the sport type alone did not explain the observed variability. Poor/fair subjective sleep quality was associated with appetite loss (OR = 11.6, 95% CI: 1.9–73.6) and remained associated in the multivariate model. Other lifestyle-related variables were not independently associated. These findings imply a potential connection linking post-exercise appetite responses in female university athletes to broader lifestyle-related factors, particularly subjective sleep quality, rather than exercise characteristics alone. Monitoring sleep quality may therefore help identify athletes who may be at risk of insufficient post-exercise energy intake and compromised recovery. Further studies with larger samples and longitudinal designs are needed to clarify these relationships.