Background Screen behaviours are highly prevalent in adolescents and may be adversely associated with physical and mental health. Understanding how screen behaviours inter-relate with physical activity and sleep may help to clarify pathways through which they impact health and potential routes to behaviour change. This cross-sectional study examines the association of contemporary screen behaviours with physical activity, sedentary behaviour and sleep in adolescents. Method Data are from sweep 6 (2015/2016) of the Millennium Cohort Study, conducted when participants were aged 14 years. Outcome variables were accelerometer-assessed overall physical activity and moderate-to-vigorous physical activity (MVPA), self-reported sedentary behaviour and sleep duration. Screen behaviours were assessed using a 24-h time-use diary. Multivariable regression was used to examine the association between screen behaviours and each outcome variable separately for weekdays and weekend days. Results The use of social network sites was associated with (beta coefficient, 95% confidence interval (CI); minutes/day) less time in MVPA (weekdays: − 5.2 (− 10.3, − 0.04); weekend: − 10.0 (− 15.5, − 4.5)), and sedentary behaviours (weekdays: − 19.8 (− 31.0, − 8.6); weekend: − 17.5 (− 30.9, − 4.1)). All screen behaviours were associated with shorter sleep duration on weekdays, whereas only the use of email/texts and social network sites was associated with shorter sleep duration on weekend days. The association of using social network sites with overall physical activity was stronger in girls than in boys; the association of internet browsing with sedentary behaviour was stronger in boys than in girls. Conclusion Intervention strategies to enhance MVPA and sleep duration by limiting screen-based activities may be warranted.