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Objective: To investigate the role of potential shared mediators in the association of TV viewing and frequency of ultra-processed food consumption with anxiety-induced sleep disturbance. Design: Cross-sectional study. Setting: Data from the Adolescent School-Based Health Survey, a Brazilian nationally representative survey of ninth-grade adolescents conducted in 2015, were used. Participants: 99 791 adolescents (52 015 girls) with a mean age of 14·3 years (range 11–19) participated. All variables were collected through a self-reported questionnaire based on the Global School-Based Student Health Survey. Anxiety-induced sleep disturbance was the outcome. Over 4 h/d of TV viewing and daily consumption of ultra-processed foods were the exposures. Body satisfaction, loneliness, self-rated health and eating while watching TV or studying were mediators. Age, ethnicity, food insecurity, type of city (capital or interior), country region and physical activity were covariates. Logistic regression and mediation models (Karlsson–Holm–Breen method) assessed associations. Results: Both daily ultra-processed food consumption (boys: OR 1·48, 95 % CI 1·30, 1·70; girls: OR 1·46, 95 % CI 1·34, 1·60) and TV viewing (boys: OR 1 24, 95 % CI 1·08, 1·43; girls: OR 1·09, 95 % CI 1·00, 1·19) were associated with higher odds for anxiety-induced sleep disturbance. Loneliness and eating while watching TV or studying (only among girls) consistently mediated the association of both daily ultra-processed food consumption (loneliness: boys 17·4 %, girls 23·4 %; eat while watching TV or studying: girls 6·8 %) and TV viewing (loneliness: boys 22·9 %, girls 45·8 %; eat while watching TV or studying: boys 6·7 %, girls 17·9 %) with anxiety-induced sleep disturbance. Conclusions: Daily ultra-processed food consumption and TV viewing share mediators and can act in synergic mechanisms in the association with anxiety-induced sleep disturbance. Therefore, future interventions should focus in the reduction of both behaviours in combination. [ABSTRACT FROM AUTHOR]