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Background: Movement behaviors (i.e., physical activity [PA], sedentary behaviors [SB], sleep) relate to mental health. Although movement behaviors are often analyzed as distinct entities, they are in fact highly inter‐dependent (e.g., if an individual increases sleep, then PA and/or SB must be reduced) and these dependencies should be accounted for in the analysis. We tested whether perceptions of time spent in movement behaviors (i.e., moderate‐to‐vigorous intensity PA [MVPA], light physical activity [LPA], SB, and sleep) related to depressive symptoms and self‐report mental health in young adults using a compositional analysis. We then estimated change in depressive symptoms with reallocation of time across movement behaviors using compositional time‐reallocation models. Methods: Data were drawn from the longitudinal NDIT dataset. Complete data were available for 770 young adults (Mage = 20.3, 55% females). Results: The proportion of time spent in MVPA relative to other movement behaviors related to depressive symptoms non‐significantly and to mental health significantly. Reallocating 15 min from MVPA to SB resulted in a significant (0.46 unit) increase in depressive symptoms, and reallocating 15 min of MVPA to LPA was associated with a (0.57) increase in depressive symptoms. Conclusion: These results indicate the importance of relative time spent in each movement behavior to mental health. Further research should examine these associations over time. [ABSTRACT FROM AUTHOR]