PURPOSE: To (1) examine how physical activity and sedentary behavior are related to mental distress and (2) identify and compare how various levels of sedentary behaviors may differentially predict mental distress after accounting for physical activity, among caregivers vs non-caregivers. DESIGN: Cross-sectional secondary data. SETTING: National Cancer Institute's Health Information National Trends Survey Cycle 6 fielded online from March-November 2022. PARTICIPANTS: U.S. adults aged 18 and older. MEASURES: The Patient Health Questionnaire-4 was administered along with caregiving status, moderate weekly physical activity, sedentary behavior, and sociodemographic characteristics. ANALYSIS: After applying population weights, we conducted multiple adjusted logistic regression models and estimated predictive margins to understand whether a specific dose of sedentary behavior (hours/day) is associated with risk of mental distress, at different levels of physical activity. RESULTS: Caregivers (15.41% of sample) reporting 10-hour of daily sedentary behavior were significantly more likely to experience mental distress, than those reporting lower amounts of sedentary behavior (OR = 3.372, 95%CI = 1.968, 5.776, CONCLUSION: Physical activity interventions tailored to caregivers' needs, responsibilities, and circumstances are required. Innovative methodologies are needed to understand caregivers' daily behaviors and the intensity of their caregiving activities.