The increase in responsibilities, together with the multiple challenges that students face in the university period, has a direct impact on their healthy lifestyles. This literature review describes the benefits of promoting healthy habits in college, highlighting the fundamental role of prevention and promotion. A systematic review was carried out following the PRISMA recommendations, searching for information in the WOS and Scopus databases. On the other hand, a search was carried out within the existing and available grey literature. The review focused on finding information about physical activity, nutrition, and stress (with an emphasis on resilience and academic burnout) in university students. This bibliographic review includes 32 articles and six web pages, containing information on the benefits of physical activity, healthy habits, and health prevention. The information collected in this study shows that university students are exposed to multiple changes during this period, increasing as the academic years progress. At that time, their habits worsen, with low adherence to the Mediterranean diet, low physical activity, and high levels of stress, specifically increasing cases of academic burnout. The establishment of healthy habits during the university period is necessary, observing an improvement in all the variables studied. Prevention has played a fundamental role.