Objective: To examine the association of multiple health behaviors to mental health functioning in male and female collegiate athletes. Participants: Prospective National Collegiate Athletic Association (NCAA) Division I athletes (n = 183) completed a health and wellness survey in the summer prior to joining the athletic program. Methods: Health behaviors (eating, sleeping, substance use, sexual, and aggressive behaviors) and mental health functioning (psychological distress and perceived stress) were assessed. Partial least squares (PLS) modeling was used as a multivariate approach to simultaneously examine the association of health behaviors to mental health functioning. Results: Aggressive behaviors, alcohol use, and fatigue were significantly associated with symptoms of psychological distress and stress in both males and females. Attention to nutrition, unhealthy dietary habits, and lower alcohol use was further related to psychological distress in female athletes only. Conclusions: Athletes' eating, sleeping, substance use, and aggressive behaviors may provide insight into their mental health functioning.