Too much sitting, and both short and long sleep duration are associated with obesity, but little is known on the nature of the relations between these behaviours. We therefore examined the associations between sleep duration and time spent sitting in adults across five urban regions in Europe. We used cross-sectional survey data from 6,037 adults (mean age 51.9 years (SD 16.4), 44.0% men) to assess the association between self-reported short (<6 h per night), normal (6–8 h per night) and long (>8 h per night) sleep duration with self-report total time spent sitting, time spent sitting at work, during transport, during leisure and while watching screens. The multivariable multilevel linear regression models were tested for moderation by urban region, age, gender, education and weight status. Because short sleepers have more awake time to be sedentary, we also used the percentage of awake time spent sedentary as an outcome. Short sleepers had 26.5 min day−1 more sedentary screen time, compared with normal sleepers (CI 5.2; 47.8). No statistically significant associations were found with total or other domains of sedentary behaviour, and there was no evidence for effect modification. Long sleepers spent 3.2% higher proportion of their awake time sedentary compared with normal sleepers. Shorter sleep was associated with increased screen time in a sample of European adults, irrespective of urban region, gender, age, educational level and weight status. Experimental studies are needed to assess the prospective relation between sedentary (screen) time and sleep duration.