Researchers show that healthy behaviors play an important role in improving physical and mental health. However, there is a little research that explores which healthy behavior factors would be more associated with physical and mental health. The purpose of this study was to examine the relationships among three intensity levels of physical activity (e.g., walking, moderate exercise, and strenuous activity), smoking, the quality of sleep, and diet, and physical and mental health. The 2004 Survey of Texas Adults was used to investigate factors that influenced the relationship between healthy behaviors and self-rated physical health and mental health for this study. Hierarchical multiple regression analysis was used to examine the contribution of health behavior variables on self-rated physical health and mental health. The results of this study show that quality of sleep, strenuous activity, moderate exercise, tobacco use, and age were positively associated with physical health. In addition, quality of sleep, strenuous activity, tobacco use, and demographic factors (e.g., age and gender) served as predictors of mental health. This study indicates that healthy behaviors can serve as an important vehicle for improving physical and mental health. It also suggests that individuals who pursue and engage in healthy behaviors may maintain and develop health and wellbeing.