Objective: To investigate the prevalence of depressive and anxiety symptoms and their co-occurrence among secondary vocational school students and to examine their associations with physical activity (PA) and screen time (ST), so as to provide evidence for promoting mental health of the students. Methods: From September to December 2024, a convenience sampling method was used to conduct a questionnaire survey among 5 141 students across 16 secondary vocational schools in eight provincial level regions of China, including Fujian, Chongqing, Guangdong, Guangxi, Hubei, Jiangxi, Shanghai, and Zhejiang. Information on general demographic characteristics, lifestyle behaviors, and depressive and anxiety symptoms was collected using questionnaires. Multivariable Logistic regression model was used to analyze the associations of PA, ST with depressive symptoms, anxiety symptoms, and their co-occurrence. Results: The detection rates of depressive symptoms, anxiety symptoms, and their co-occurrence among secondary vocational school students were 22.2%, 12.2%, and 10.5%, respectively. Univariate analyses showed that sex, left behind experience, maternal education level, family economic status, body mass index category, family structure, smoking, alcohol consumption, sugar sweetened beverage intake, eating takeout, sleep duration, PA, and ST were associated with the detection rates of depressive symptoms, anxiety symptoms, and their cooccurrence ( χ 2=3.94-110.51, all P <0.05). Multivariable Logistic regression analyses showed that failure to meet the PA recommendation was associated with higher risks of depressive symptoms, anxiety symptoms, and their co-occurrence ( OR =1.44, 1.33, 1.25); failure to meet the daily ST recommendation was associated with higher risks of anxiety symptoms and co-occurring depressive and anxiety symptoms ( OR = 1.51,1.76) (all P < 0.05 ). Combined analysis showed that, compared with the group meeting both PA and ST guidelines, students who met neither guideline, and those who failed the PA guideline but met the ST guideline had higher risks of depressive and anxiety symptoms, and their co-occurrence ( OR =1.88-2.96); students who met PA recommendation but failed ST guidelines had higher risks of anxiety symptoms and co-occurring depressive and anxiety symptoms ( OR =2.03, 2.46) (all P <0.05). Conclusions Insufficient PA is associated with depressive symptoms, anxiety symptoms, and their co-occurrence among secondary vocational school students, whereas excessive screen time is associated with anxiety symptoms and co-occurring depressive and anxiety symptoms. These associations are more pronounced when insufficient PA and excessive screen time occurred simultaneously.