Background: University students in Japan have been quarantined during the current COVID-19 pandemic. The resulting social avoidance may increase students’ anxiety about the pandemic and adversely affect their mental health. To obtain basic data for a university health policy, we investigated factors associated with the mental health status of 570 students of a national university in Japan during quarantine. Methods: Participants completed an online questionnaire assessing respondent characteristics (gender, age, department, domicile status), subjective sense of anxiety about COVID-19, and number of social supports. The General Health Questionnaire (GHQ)-12 was used as a marker for mental health status, and sense of coherence (SOC) was used as a marker for stress resistance. Chi-square tests, t-tests, Pearson’s correlation coefficients, and multiple regression analysis were conducted to identify factors associated with GHQ score. Two-way analysis of variance (ANOVA) was conducted to identify the interaction between anxiety score and SOC scores. Results: Females showed significantly more adverse mental health than males. Regardless of gender, the strongest factor associated with GHQ score was anxiety about COVID-19, which impaired mental health status, followed by SOC score, which improved mental health status. The ANOVA results showed a significant interaction effect on GHQ scores between anxiety and SOC score in males. High SOC scores mitigated the negative effect of anxiety on mental health more than did low SOC scores, especially in males with low to medium levels of anxiety.Conclusions: The results indicate that fear of COVID-19 impaired mental health status, but SOC worked as a buffer to mitigate the negative effect of anxiety on mental health, especially among male students. Given the health risks associated with gender, universities should provide psychological care to encourage students to maintain a confident daily routine and to foster higher SOC, especially for male students.