To investigate self-reported health behaviors among Australian adults with mental illness, 1,935 Australian adults completed an online survey including the Kessler Psychological Distress Scale and instruments assessing health behaviors in October 2011. Participants with moderate or higher psychological distress reported significantly lower weekly physical activity levels ( p = .024), daily fruit ( p = .001) and vegetable ( p < .001) intakes, and greater regularity of consuming six or more drinks on one occasion ( p = .002) and of smoking within 30 minutes of waking ( p = .001), Participants with very high psychological distress had significantly increased odds ratios for insufficient weekly physical activity (2.38, 95% CI 1.42–4.00), insufficient daily fruit and vegetable intake (1.72, 95% CI 1.03–2.88), and smoking (2.27, 95% CI 1.12–4.60). Australian adults with current mental illness demonstrate significantly poorer health behaviors than those without mental illness.