Objective: To explore associations between physical activity, screen time and anxiety, sleep quality among college students in Shanghai, and to provide a reference for relevant prevention and control. Methods: By using cluster random sampling method, a total of 4 964 students from grade 1 to grade 2 in 3 universities from 3 districts of Shanghai were enrolled. Self-Rating Anxiety Scale, Pittsburgh Sleep Quality Index and International Physical Activity Questionnaire were used to assess the level of anxiety, sleep quality and physical activity. Results: The reporting rate of anxiety symptoms among students was 9.7%(8.7% for males and 11.4% for females) and the prevalence of poor sleep quality was 55.0%(51.8% for males and 60.4% for females), there was significant gender differences in anxiety symptoms and poor sleep quality rate(χ2=9.92, 34.81, P<0.01). Among male students, with adjustment of age, BMI and lifestyle, those who met neither physical activity nor screen time recommendations had 2.23(95%CI=1.31-3.79) and 1.48(95%CI=1.13-1.94) times risks for anxiety and poor sleep quality than those meeting both recommendations. Among girls, there was a significant association between screen time and anxiety(aOR=1.61, 95%CI=1.18-2.21). However, physical activity was not associated with anxiety and sleep quality. Conclusion High screen time and physical inactivity may increase the risk of anxiety and poor sleep quality among male college students, and screen time may also increase the risk of anxiety among female college students.