We used data from the 2017 national Youth Risk Behavior Survey to examine associations between physical activity, sedentary, and healthy dietary behaviors and indicators of mental health, suicidal thoughts, and suicidal attempts among a representative sample of US high school students. Sex-stratified logistic regression was used to separately model each mental health-related outcome on the health related behaviors, while controlling for race/ethnicity, grade, and body weight status. Significant associations were found between insufficient physical activity, sedentary, and less healthy dietary behaviors and the mental health-related outcomes. Feeling sad and hopeless was associated with not eating breakfast on all 7 days (past week), drinking soda or pop (female only), not meeting the aerobic physical activity guideline (male only), not playing on at least one sports team, and playing video/computer games or using a computer more than two hours (per day). Suicidal thoughts were associated with not eating breakfast on all 7 days, drinking soda or pop, not meeting the aerobic physical activity guideline, and playing video/computer games or using a computer more than two hours. Attempted suicide was associated with not eating breakfast on all 7 days, drinking soda or pop, drinking sports drinks, watching television more than two hours, and playing video or computer games or using a computer more than two hours (male only). While limiting sedentary behaviors and increasing physical activity and healthy dietary behaviors is not a sole solution for improving mental health among adolescents, it could be another possible strategy used in schools to benefit all students.