This study aimed to examine whether psychological distress was cross-sectionally associated with meeting World Cancer Research Fund (WCRF) recommendations in people living with and beyond cancer. Participants were adults living with and beyond breast, prostate and colorectal cancer, participating in the baseline wave of the Advancing Survivorship after Cancer Outcomes Trial (ASCOT). Anxiety/depression was assessed using the EQ-5D-5L and dichotomised into any/no problems. WCRF recommendations were assessed via pedometers, 24-h dietary recalls, self-reported alcohol intake (AUDIT-C), and self-reported smoking status. Participants were categorised as meeting WCRF recommendations using the following cut-offs: average daily steps (≥ 10,000/day), average weekly aerobic steps (≥ 15,000/day), fruit and vegetables (≥ 400 g/day), fibre (≥ 30 g/day), red meat (< 500 g/week), processed meat (0 g/day), high calorie food (fat ≤ 33% of total daily energy intake and free sugar ≤ 5% of total daily energy intake), alcohol (≤ 14 units/week) and smoking (non-smoking). A composite health behaviour risk index (CHBRI) was calculated by summing the number of WCRF recommendations met (range: 0–9). Among 1348 participants (mean age = 64 years (SD = 11.4)), 41.5% reported anxiety/depression problems. The mean CHBRI score was 4.4 (SD = 1.4). Anxiety/depression problems were associated with lower odds of meeting WCRF recommendations for average daily steps (odds ratio (OR) = 0.73; 95% CI 0.55, 0.97), but not for any other health behaviour. Psychological distress is associated with lower adherence to WCRF recommendations for physical activity in people living with and beyond cancer. Physical activity may be a mechanism linking psychological distress and poorer outcomes among people living with and beyond cancer, and this should be explored in longitudinal studies.