Objectives Physical activity and healthy eating seem to be protective against experiencing stress and negative affect as well as increase positive affect. At the same time, previous studies showed that people reduce salutogenic behaviours such as physical activity and healthy eating in the face of stress and negative affect while increasing such behaviours in the context of positive affect. Due to daily fluctuations of these behaviours, the present study examined these relationships in daily life using ecological momentary assessment ( EMA ). Design and methods Fifty‐one university students responded to six daily prompts during 7 days via smartphone‐based EMA . Items examined stress, emotional experience, physical activity duration, and healthy eating. Results Higher stress and negative affect, as well as lower positive affect, were related to a reduction in subsequent physical activity. Higher physical activity levels, in turn, were associated with less subsequent stress and negative affect, as well as more positive affect. No such effects for stress and affect on healthy eating or vice versa were found. Conclusions Engaging in physical activity is related to better mood and less stress/negative affect over the next several hours in daily life. Prevention efforts therefore may benefit by focusing on promoting physical activity, particularly when stress/negative affect is high to ‘break the cycle’ of inactivity, stress, and negative affect. Potential effects of healthy eating might be more subtle and characterized by interindividual differences or state effects. Statement of contribution What is already known on this subject? Physical activity can reduce stress as well as negative emotions and can enhance positive emotions. People tend to eat less healthy food during stressful times, and healthy eating can increase general health. Physical activity and healthy eating have been mostly assessed separately and through retrospective methods. What does this study add? This is an EMA study investigating bidirectional effects of stress, emotions, and salutogenic behaviour. After physical activity, people felt less stressed/negative and more positive; feeling better and less stressed resulted in more physical activity. Healthy eating was not associated with stress or emotion level and vice versa.