Previous research has demonstrated that chronic diseases can occur due to musculoskeletal (MS) pain and poor sleep. It is also worth noting that the caffeine in coffee can reduce overall sleep duration, efficiency, and quality. Thus, the present study examines the effects of frequent coffee drinking (two cups per day) on individuals experiencing MS pain and a lack of sleep during the COVID-19 period. This observational and cross-sectional study recruited 1615 individuals who completed the self-reported (Nordic musculoskeletal) questionnaire. Long-term, frequent coffee drinking and a sleep duration of less than 6 h per day were significantly associated with neck and shoulder pain among healthy individuals. The mediation model demonstrated that the shorter sleep duration and drinking multiple cups of coffee per day had a two-way relationship that worsened such pain over the long term. Specifically, individuals who experienced such pain frequently drank multiple cups of coffee per day, which, in turn, shortened their sleep durations. In summary, long-term coffee drinking creates a vicious cycle between MS pain and sleep duration. Therefore, the amount of coffee should be fewer than two cups per day for individuals who sleep less than 6 h per day or suffer from MS pain, especially neck and shoulder pain.