Purpose Approximately 70% of adults in Mexico are overweight or obese. Unhealthy lifestyle behaviors are also prevalent. We examined the association of three lifestyle behaviors with body mass index (BMI) categories in adults from Mexico. Methods We used publicly available data from the ENSANUT 2016 survey (n = 6419). BMI was used to categorize participants. Differences in sleep duration, suffering from symptoms of insomnia, TV watching time, time in front of any screen, vigorous physical activity (yes vs no), moderate physical activity (> 30 min/day-yes vs. no) and walking (> 60 min/day-yes vs. no) were compared across BMI groups using adjusted linear and logistic regression analyses. Results Thirty-nine percent of participants were overweight and 37% obese. Time in front of TV, in front of any screen, sleep duration and physical activity were significantly associated with overweight and obesity. Compared to normal weight participants, participants in the obese II category spend on average 0.60 h/day (95% CI 0.36-0.84, p = 0.001) and participants in the obese III category 0.54 h/day (95% CI 0.19-0.89, p < 0.001) more in front of any screen; participants in the obese II category reported 0.55 h/day less sleep (95% CI − 0.67 to − 0.43, p < 0.001); participants in the obese III category were less likely to engage in vigorous activity (OR = 0.60, 95% CI 0.43-0.84, p ≤ 0.003), or walking (OR = 0.65, 95% CI 0.49-0.88, p = 0.005). Conclusion Screen time, sleeping hours, and physical activity were associated with overweight and obesity. However, these associations were not consistent across all BMI categories. Assuming established causal connections, overweight individuals and individuals with obesity would benefit from reduced screen time and engaging in moderate/vigorous physical activity. Level of evidence Level III: observational case-control analytic study.