Background/Objectives: Sick leave is influenced by various modifiable lifestyle factors and sex differences. This study investigates the associations between body mass index, fruit and vegetable consumption, physical activity, smoking, and alcohol consumption and sick leave among Serbia’s working population, with emphasis on sex differences. Methods: Data from the 2019 National Health Survey of Serbia were analyzed, involving a sample of 4652 individuals. Chi-square tests and logistic regression models assessed the relationships between lifestyle factors and sick leave. Results: Among the participants, 15.8% reported sick leave in the past 12 months, with higher rates among women in both short-term (13.9% vs. 10.6%) and long-term (3.4% vs. 2.2%) sick leave. This study identifies obesity (OR = 2.6), poor dietary habits (fruit OR = 2.1; vegetables OR = 2.8), smoking (OR = 1.9), and risky alcohol consumption (OR = 4.1) as key predictors of sick leave in men, while smoking (OR = 1.8) and risky alcohol consumption (OR = 3.1) are major predictors in women. The inconsistent association between diet, physical activity, and sick leave may be attributed to differences in reporting accuracy, differing definitions of healthy intake, or the influence of unmeasured lifestyle factors. Conclusions: Smoking and risky alcohol consumption increase the odds of sick leave for both sexes. Interventions targeting smoking cessation and mitigating risky alcohol consumption could significantly decrease sick leave rates. While fruit and vegetable consumption, along with physical activity, showed inconsistent effects in both sexes, further studies are warranted to elucidate their roles.