Introduction: The sudden changes in school educational modality due to the COVID-19 pandemic and social isolation have affected the lifestyle, mental and emotional health, and perception of their academic training in students with high intellectual abilities. The aim of this study was to analyze the predictor variables of sleepiness, satisfaction with studies, and emotional exhaustion in students with high intellectual abilities during the COVID-19 pandemic. Method: This study involved 409 third to fifth grade high school students with high intellectual abilities and who receive a free special education associated with talent and high achievement (COAR). Ages ranged from 14 to 17 years (M = 15.26, SD = 0.89). The Brief Study Satisfaction Scale (EBSE), Emotional Fatigue Scale (ECE), Eating Habits and Physical Activity Scale (EHAAF), Pittsburgh Index, Generalized Anxiety Disorder Scale-2 (GAD-2) and Epworth Short Sleepiness Scale (ESE) were used. Descriptive statistics were calculated, and the normality of the variables was assessed. In addition, a predictive model was analyzed based on goodness-of-fit indices using structural equation modeling. The analyses were performed using SPSS 24.0 and Amos 24.0 statistical software. Results: The descriptive analysis yielded adequate skewness and kurtosis coefficients. The analyses showed that all variables were significantly correlated (p < 0.01). Likewise, the predictive model of sleepiness, satisfaction with studies and emotional exhaustion presents adequate goodness-of-fit indices (X[superscript 2] = 7.427, gl = 6, p = 0.283, X [superscript 2] /gl = 1.238, TLI = 0.994, CFI = 0.998, RMSEA = 0.024 and SRMR = 0.186). Conclusion: This study presents a predictive model of sleepiness, study satisfaction, and emotional exhaustion in students with high intellectual abilities during the COVID-19 pandemic. It is concluded that physical activity, eating habits and sleep quality are predictors of sleepiness and, in turn, generalized anxiety, physical activity and sleep quality predict emotional fatigue, which is also a predictor of satisfaction with studies.