Objective: to determine the prevalence of anxiety and depression symptoms, as well as their association with screen time, diet and physical activity, in a cohort comprised by nursing students. Method: a descriptive and cross-sectional study conducted with a sample of 648 Nursing students. The instruments used were the Hospital Anxiety and Depression Scale, the short version of the International Physical Activity Questionnaire and the Spanish Healthy Eating Index (Índice de Alimentación Saludable Español, IASE). Different multiple linear regression models were performed to analyze the association between anxiety/depression symptoms and screen time, diet and physical activity. Results: the prevalence values for anxiety and depression symptoms were 24.1% and 3.7%, respectively. Prolonged screen times (>6 hours a day), low levels of physical activity and inadequate diet were independently and significantly associated with deeper psychological symptoms. Conclusion: Nursing students’ mental health might benefit from the implementation of initiatives promoting healthy lifestyles.