The aim of the present study was to examine associations between dietary habits, substance use, and mental distress among adults. This cross-sectional study was conducted in 2019 using an online questionnaire and included 28,047 adults (≥18 years) from Southern Norway. Multivariable logistic regression models stratified by gender were used to examine the associations between different lifestyle behaviors and mental distress. The results showed increased odds of mental distress among males and females with low consumption of vegetables (OR:1.26; 95% CI:1.08–1.47 and 1.14; 1.02–1.28) and fish (1.28; 1.12–1.46 and 1.36; 1.22–1.52), and among females, but not males, with high consumption of sugar-sweetened beverages (1.25; 1.06–1.48) compared to those with a healthier consumption of these foods and beverages. The results also showed increased odds of mental distress among male and female smokers (1.38; 1.19–1.60 and 1.44; 1.26–1.64), and among females, but not males, reporting current use of smokeless tobacco (1.20; 1.03–1.40), compared to male and female non-smokers and female non-users of smokeless tobacco. Overall, unhealthy dietary habits, smoking and the use of smokeless tobacco was associated with increased odds of mental distress, but the relationship varied according to gender. Future studies are needed to confirm any possible causal relationships.