To identify factors associated with Korean adolescents' lifestyle habits and mental health problems (stress perception, depressive mood, and suicidal thoughts), data from 842 adolescents' (13-18 years) responses to the Korea National Health and Nutrition Examination Survey (VII-2 and 3; 2017-2018) were analyzed. After controlling for sociodemographic and health status characteristics, results of multinomial logistic regression revealed drinking alcohol (stress perception: odds ratio (OR) = 1.61, 95% confidence interval (CI) = 1.19-2.19; depressive mood: OR = 2.59, 95% CI = 1.67-4.02; suicidal thoughts: OR = 2.28, 95% CI = 1.18-4.42), increased sedentary time (stress perception: OR = 1.88, 95% CI = 1.36-2.58), <= 6 h weekday sleep (stress perception: OR = 1.28, 95% CI = 1.00-1.66; suicidal thoughts: OR = 1.98, 95% CI = 1.05-3.75), and 8 h <= weekend sleep (stress perception: OR = 0.74, 95% CI = 0.56-0.98; depressive mood: OR = 0.63, 95% CI = 0.41-0.98; suicidal thoughts: OR = 0.41, 95% CI = 0.21-0.79) were significantly associated with mental health problems. Reducing Korean adolescents' mental health issues may require alcohol education, timed breaks/reduced sedentary time, and campaigns encouraging adequate sleep for teenagers.