Background Despite numerous studies showing that diet and exercise influence mental health in children, there is limited data available from representative populations of children and adolescents on the relationship between regular healthy lifestyle behaviour and psychological health. Methods Data were obtained from the New South Wales Child Population Health Survey, 2013–2014. Parents were asked about diet, physical activity and screen time behaviours and completed the Strengths and Difficulties Questionnaire (SDQ) for one child aged 5-15. Higher scores on the SDQ indicate poorer psychological health and risk for mental health problems. Multivariable linear and logistic regression models examined the relationships between dietary consumption, physical activity, screen time and SDQ scores, adjusting for potential confounding. Results Proportionally more children than adolescents met the guidelines for appropriate diet, physical activity and screen time behaviours. Meeting screen time recommendations was most strongly associated with a lower SDQ total difficulties score (5-10yrs: -1.56 (-2.68, -0.44); 11-15yrs: -2.12 (-3.11, -1.12)). Children and adolescents who met screen time recommendations were also significantly less likely to have any score in the at-risk range. In addition, children and adolescents meeting vegetable intake guidelines had a significantly lower total difficulties score (5-10yrs: -1.54 (-3.03,-0.05); 11-15yrs: -1.19 (-3.60,-0.39)), as did adolescents meeting discretionary food guidelines (-1.16 (-2.14,-0.18)) and children consuming the recommended fruit intake (-1.26 (-2.42,-0.10)).Conclusions Since adopting regular healthy lifestyle behaviours is associated with better psychological health among children and adolescents, it is imperative that appropriate and effective interventions are implemented to increase these healthy lifestyle behaviours among young Australians.