University counseling centers are reporting that more students are seeking services, and that these students are experiencing more serious psychological distress than in previous years. Counseling center staff members are at the forefront of managing the increased mental health issues presenting on college campuses. Given the prevalence of mental health issues, there is an increasing need to identify health-promoting variables that could be used in treatment or prevention efforts. The present study focused on the health behaviors of quality sleep and exercise and investigated their relationships to commonly occurring mental health concerns of depression, social anxiety, and disordered/eating concerns. The moderating effect of gender was also examined. Using archival data gathered from 418 male and female undergraduate students who had sought counseling center services across the 2011 academic year, hierarchical regressions tested the combined effects of sleep and exercise in predicting scores on the measures of social anxiety, depression, and eating concerns and whether gender moderated the health behaviors--emotional distress relationships. Significant relationships were found between sleep quality and all three emotional distress variables (social anxiety, depression, and eating concerns), while exercise frequency was predictive of only decreased social anxiety when controlling for quality sleep. Although women in the sample were found to endorse more markers of emotional distress across all three mental health variables, gender did not moderate the relationships between health behaviors and emotional distress. Clinical implications of the findings and future research directions are discussed. [The dissertation citations contained here are published with the permission of ProQuest LLC. Further reproduction is prohibited without permission. Copies of dissertations may be obtained by Telephone (800) 1-800-521-0600. Web page: http://bibliotheek.ehb.be:2222/en-US/products/dissertations/individuals.shtml.]