Prolonged sedentary time and sleep deprivation are associated with mental health problems such as depression and stress symptoms. Moreover, mental illness is linked with suicidal thoughts and suicide attempts. However, it is not clear whether sedentary time and sleep duration are associated with stress symptoms and suicidal thoughts independent of physical activity. Thus, our study aimed to identify if sedentary time and sleep duration were associated with both stress symptoms and suicidal thoughts. The participants in present cross-sectional study were 4,674 general Korean adults (1,938 male; 2,736 female), aged ≥ 20 years. Prolonged sedentary time (≥ 420 min/day) was significantly associated with the increased risk of stress symptoms (OR, 1.30; 95% CI, 1.04-1.62) compared with sedentary time of < 240 min/day. The OR for stress symptoms was significant for individuals who had ≤ 5 h/day of sleep time (OR, 1.88; 95% CI, 1.48-2.38) compared with sleep duration of ≥ 7 h/day. Moreover, prolonged sedentary time (OR, 1.55; 95% CI, 1.01-2.42 in ≥ 420 min/day vs. < 240 min/day) and short sleep duration (OR, 1.75; 95% CI, 1.17-2.62 in ≤ 5 h/day vs. ≥ 7 h/day) were significantly associated with an increased risk for suicidal thoughts after adjusting for confounding factors including physical activity. Thus, prolonged sedentary time and sleep deprivation are independently associated with both the risk of stress symptoms and suicidal thoughts. From a public health perspective, reducing sedentary time and improvement of sleep deprivation may serve as an effective strategy for preventing mental illness.