•The relationships between health-promoting behaviors, such as maintaining a healthy weight, exercising, and not smoking, and psychological disorders have been widely studied in civilian populations.•Often, but not universally, higher adherence to healthy behaviors is associated with lower risk of psychological disorders. Similarly, those with these disorders often, but not always, benefit from higher adherence to healthy behaviors.•Military personnel are at higher risk than civilian populations for certain psychological disorders, notably post-traumatic stress disorder. However, they are also generally more physically healthy owing largely to the military culture of fitness.•We answered the question of whether, in an already fit and healthy, but psychologically at-risk population, such as military personnel, relationships between health behaviors and mental health are similar to those in civilian populations.•We found that certain behaviors, notably maintaining a healthy weight and obtaining adequate sleep, are related to better mental health, across the disorders studied.•Additionally, certain psychological disorders may benefit from a concurrent treatment approach that targets specific health behaviors, for example, cigarette smoking in anxiety. Background Military personnel are at greater risk of psychological disorders and related symptoms than civilians. Limited participation in health-promoting behaviors may increase presence of these disorders. Alternatively, these symptoms may limit engagement in health-promoting behaviors. Methods Self-reported data from the 2015 Department of Defense Health Related Behaviors Survey were used to assess bi-directional relationships between health-related behaviors (obesity, physical activity PA, alcohol, smoking, sleep) and self-reported psychological disorders (generalized anxiety disorder GAD, depression, post-traumatic disorder PTSD) in U.S. military personnel. Outcomes Among 12 708 respondents (14.7% female; 28.2% 17−24 y; 13.7% obese), self-reported depression was reported by 9.2%, GAD by 13.9%, and PTSD by 8.2%. Obesity and short sleep were associated with self-reported depression, GAD, and PTSD; current smoking was associated with higher odds of GAD; higher levels of vigorous PA were associated with lower odds of GAD; higher levels of moderate PA associated with lower odds of PTSD; and higher alcohol intake associated with higher odds of depression and PTSD. Self-reported depression, GAD, and PTSD were associated with higher odds of short sleep, obesity, and low levels of PA. Interpretation Obesity, short sleep, and limited engagement in health-promoting behaviors are associated with higher likelihood of self-reported psychological disorders, and vice-versa. Encouraging and improving health-promoting behaviors may contribute to positive mental health in military personnel.