Studies that have reported the associations of diet quality, physical activity (PA), sedentary behavior (SB), and health-related quality of life (HRQoL) with mental health among children and adolescents are predominantly cross-sectional in design. Very few studies have examined the longitudinal relationship of mental health with health behavior and HRQoL among children. This study aimed to investigate the associations of diet quality, PA, SB, and HRQoL among children with mental health disorders throughout childhood. We linked data from grade five students aged primarily 10 and 11 years who participated in the Raising Healthy Eating and Active Living (REAL) Kids Alberta survey in 2012 in the Canadian province of Alberta with their administrative health care data from birth to 2012. Mental health outcomes included internalizing disorder and attention deficit and hyperactivity disorder (ADHD) defined by the International Classification of Diseases, Ninth Revision, Clinical Modification (ICD-9-CM) or Tenth Revision, Canadian version (ICD-10-CA). The HRQoL was measured by the EQ-5D-Y, a five-dimensional descriptive system for children and youth. We applied negative binomial regressions to examine the associations between health behaviors, HRQoL, and mental health. Of the 1,352 participating students, 12.31 and 8.32% had a diagnosis of internalizing disorders and ADHDs, respectively, during childhood from birth to the ages of 10-11 years. Students in the highest tertile for diet quality, relative to the lowest tertile, were 56% less likely to have diagnoses of internalizing disorders (incidence rate ratio, IRR = 0.44, 95% CI = 0.23-0.85). Students engaged in less PA (. more PA) were more likely to be diagnosed for internalizing disorders (IRR = 1.98, 95% CI = 1.19-3.30). Poorer diet quality, low PA, excessive use of computers/video games, and watching TV were significantly associated with more diagnoses of ADHDs. Children who experienced some or a lot of problems in "feeling worried, sad, or unhappy" and "having pain or discomfort" were more likely to receive diagnoses of internalizing disorders and ADHDs, respectively. These observed associations suggest that health promotion programs targeting promoting diet quality, PA, and HRQoL and reducing SB among children may contribute to improving mental health.