Under the sudden outbreak of COVID-19 worldwide, students were forced to switch from face-to-face to online learning. This study reports the experience of Hong Kong students in higher education concerning the challenges they faced, the strategies they used and the support they needed in their online learning during the period. An online questionnaire was used to invite students to answer open-ended questions about these three aspects. 145 students from two higher education institutions completed the questionnaire and their comments were coded using thematic analysis. The study has discovered that socio-economic factors may have presented difficulties to students' online learning concerning their study environment and access to equipment. Students were emotionally distressed by online learning, particularly by the quality of feedback and clarity of course arrangement, so support for these aspects should be given. Self-regulated learning strategies were found to have been deployed by students to facilitate their learning, in which the use of time management apps and lecture videos highlights the increasing importance of technology to self study. These socio-economic, technological and emotional factors will be further discussed and corresponding suggestions will be made to help teachers and university policy makers examine the conditions that can help improve and promote online learning for higher education students under COVID-19. Copyright ©2021 Springer.