The purpose of this study was to examine the associations among physical activity, dietary behaviors, and other salient health behaviors such as smoking, alcohol consumption, and sleeping with self-reported adolescent mental health on the 2017 National Youth Risk Behavior Survey (YBRS). A multistage cluster sampling procedure was employed to yield a representative sample of US adolescents. The number of sampled adolescents with usable data was 14 765. Weighted logistic regression models were employed to examine the predictive utility of independent health behaviors associating with reported mental health problems (difficulty concentrating, remembering, or making decisions), and meeting multiple health behavior criteria with reported mental health problems adjusting for age, sex, body mass index percentile, and race/ethnicity. Meeting physical activity guidelines, consuming breakfast every day, not smoking and/or consuming alcohol in the past 30 days, and sleeping at least 8 hours per night independently associated with lower odds of mental health problems ( P < .01). For every one additional positive health behavior met, there were significantly lower odds of reported mental health problems (OR = 0.73, 95%CI 0.68-0.78, P < .001). Meeting salient positive health behavior criteria and meeting multiple positive health behavior criteria associated with lower odds of self-reported difficulty concentrating, remembering, or making decisions on the 2017 National YRBS.