Understanding the interplay between people’s daily sleep and physical activity and how geographic environment influences them are important for developing healthy cities. However, such research has been limited. This study aims to explore the bidirectional and nonlinear relationship between daily sleep and physical activity, and further investigate the comprehensive influences of multi-dimensional geographic environment on these health behaviors. Based on the objective data on sleep and physical activity over seven consecutive days using wrist-based accelerometers in Beijing, China, we developed a series of models to analyze the mutual influences between people’s daily sleep and physical activity, and employed the generalized additive model (GAM) to examine their potential nonlinear relationships and how geographic environment – including meteorological conditions, built environment, and social environment – influences them. The results show that sleep and physical activity exhibit notable bidirectional relationship. Moderate-to-vigorous physical activity (MVPA) is observed to improve sleep quality, but it decreases sleep duration. In contrast, total sleep time (TST) exhibits an inverted U-shaped pattern with both MVPA and total step counts, with the optimal sleep duration at 5 hours. Furthermore, meteorological factors, built environment characteristics, and social environment have significant linear or nonlinear effects on people’s daily sleep and physical activity. The outcomes of this study offer valuable insights for enhancing residents’ health and developing healthy cities.