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Objective: To determine the frequency and associated factors of physical activity and sleep with depression in college going students. Methods: This cross-sectional study was conducted among students of various universities, colleges, and institutes of Delhi from April to July 2022. Students aged between 18-26 years, consisting of both males and females were included. Physical activity level was assessed by the International Physical Activity Questionnaire- Short Form (IPAQ-SF), depression level was assessed by the Center for Epidemiologic Studies Depression (CES-D) survey, and sleep quality was measured by the Pittsburgh Sleep Quality Index (PSQI). Results: Of 120 participants, there were 48 (40.0%) males and 72 (60.0%) females. Most of the students had moderate/high physical activity 88 (73.3%), 63 (52.5%) had no symptoms of depression and 70 (58.3%) had no difficulty in sleep. A significant association of physical activity was found with gender (p-value 0.036), smoking (pvalue 0.022), alcohol (p-value 0.033), pocket money (p-value 0.033), and depression (p-value 0.007). Sleep dysfunction was found higher in those students who had depression as compared to students who did not have depression i.e., 34 (59.6%) vs. 16 (25.4%) respectively (p-value <0.001). Conclusion: Most students demonstrated sufficient physical activity, no symptoms of depression and difficulty in sleep. However, significant associations of physical activity and sleep were seen with depression. Students with symptoms of depression had higher prevalence of sleep dysfunction. The causal connections between levels of physical activity, sleep quality, and mental health require further research. [ABSTRACT FROM AUTHOR]