Objectives: To examine sleep, physical activity, and their joint associations with physical functioning and affect. Participants: 108 undergraduates completed questionnaires assessing sleep, activity levels, emotional well-being and physical health markers. Results: Participants reported poor sleep quality, suboptimal sleep duration, and inconsistent physical activity. Poor sleep quality was associated with higher fatigue for both active and insufficiently active groups (F = 9.94, p = 0.002). There was a significant interaction between activity level and sleep duration on negative affect (F = 7.14, p = 0.009). Students who reported insufficient physical activity and less than 6 hours of sleep had the highest negative affect. Conclusions: Poor sleep quality was associated with increased fatigue. Students who inconsistently exercise and have suboptimal sleep may be at greater risk for affective difficulties. We recommend that college wellness interventions jointly target health behaviors and affect to optimize prevention efforts aimed at addressing physical and mental health outcomes, including depression and chronic illness.