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Background: There is increasing evidence for the relationship between physical activity (PA), sedentary behaviour and mental health. Limited data exists on sex-specific associations. We aimed to identify associations between PA dose and domain and television time with psychological distress, including sex-stratified models., Methods: A total of 22,176 adults from the Melbourne Collaborative Cohort Study follow-up 2 cohort (2003-2007) participated in this cross-sectional study. Occupational, household, transport, leisure PA, hours watching television and psychological distress were assessed. Restricted cubic splines were used to examine the relationships between PA domains, television viewing time and psychological distress., Results: The relationships between PA and psychological distress were non-linear (p < 0.05) and differed by PA domain. There were dose-dependent, inverse associations between distress with transport (B[95% CI] = -0.39[-0.49, -0.30]) and leisure PA (B[95% CI] = -0.35[-0.46, -0.25]). The effect estimates for transport and leisure PA with distress were larger for women. For household domain, a U-shaped curve with an elongated tail was seen. Median PA was associated with lower distress compared with lower quantities (B[95% CI] = -0.12[-0.22, -0.03]); however, this association was not evident with increasing household PA. There were no clear associations between occupational PA and distress. Higher television viewing was associated with higher distress (B[95% CI] = 0.16[0.02, 0.30])., Conclusions: Increasing PA and reducing television viewing may contribute to reduced psychological distress, particularly in women. Future interventions should incorporate leisure and transport PA and decrease television viewing to assess the impact on mental health., (© 2022. The Author(s).)