Purpose To (1) examine how physical activity and sedentary behavior are related to mental distress and (2) identify and compare how various levels of sedentary behaviors may differentially predict mental distress after accounting for physical activity, among caregivers vs non-caregivers. Design Cross-sectional secondary data. Setting National Cancer Institute’s Health Information National Trends Survey Cycle 6 fielded online from March-November 2022. Participants U.S. adults aged 18 and older. Measures The Patient Health Questionnaire-4 was administered along with caregiving status, moderate weekly physical activity, sedentary behavior, and sociodemographic characteristics. Analysis After applying population weights, we conducted multiple adjusted logistic regression models and estimated predictive margins to understand whether a specific dose of sedentary behavior (hours/day) is associated with risk of mental distress, at different levels of physical activity. Results Caregivers (15.41% of sample) reporting 10-hour of daily sedentary behavior were significantly more likely to experience mental distress, than those reporting lower amounts of sedentary behavior (OR = 3.372, 95%CI = 1.968, 5.776, P < 0.001). Regardless of physical activity amount, 10 hours of sedentary behavior may be a risk factor for mental distress among non-caregivers. Just 6 hours of sedentary behavior may be related to mental distress among caregivers. Conclusion Physical activity interventions tailored to caregivers’ needs, responsibilities, and circumstances are required. Innovative methodologies are needed to understand caregivers’ daily behaviors and the intensity of their caregiving activities.