Transitioning to university involves a major life change that can have implications for physical and mental health. This study had three objectives: first, assess the mental health and health-behavior participation of Australian university students; second, evaluate clustering of health behaviors; and third, examine how mental health relates to health behaviors. University students (n=751) enrolled at an Australian regional university completed an online survey containing the Depression, Anxiety, and Stress Scales and a health-behavior questionnaire. Over one-third of students reported mild or higher mental illness symptoms and most reported engaging in multiple unhealthy behaviors. Furthermore, mental health was associated with unhealthy behaviors. For males, depressive symptoms were associated with skipping breakfast and poor sleep quality. For females, depressive symptoms were associated with skipping breakfast, inadequate vigorous physical activity, and short or long sleep hours. Stress symptoms in females were associated with healthy sleep hours, but poor sleep quality. Future research may consider whether an intervention targeting one or two key health behaviors has utility in improving participation in other health behaviors and mental health.