Aim: Nursing students experience high levels of stress, anxiety and depression. This study examined associations between health behaviors and stress, anxiety and depression in Australian nursing students. Design: this was a cross-sectional study. Methods: Participants completed an online survey providing demographic information and responses to the 21-item Depression Anxiety Stress Scale, Fagerström Test for Nicotine Dependence, short Food Frequency Questionnaire, Alcohol Use Disorders Identification Test, International Physical Activity Questionnaire and Workforce Sitting Questionnaire. Associations were evaluated using multivariate linear regression. Results: Mild to extremely severe stress (46.6%), anxiety (52.8%) and depression (42.2%) were prevalent. Intake of snack-foods was associated with higher depression (β = 8.66, p < 0.05) and stress (β = 3.92, p = 0.055) scores. More time spent sitting was associated with higher depression (β = 0.48, p < 0.001) and stress (β = 0.28, p < 0.05) scores. Skipping meals correlated with higher stress, anxiety and depression scores. Conclusion: More support must be provided to nursing students to manage psychological distress and mental health during university study.