The associations between 24 h movement behavior, i.e., the way people distribute their time in different movement-related behaviors, on mental health are not well understood. This study applied a compositional data analysis approach to explore cross-sectional associations between device-measured moderate to vigorous physical activity (MVPA), light intensity physical activity (LIPA), sedentary behavior (SED), self-reported time in bed and mental health outcomes, i.e., depression or anxiety symptoms, burnout, mental wellbeing and stress, in office workers. ActiGraph accelerometers were worn for 24 h for at least 4 days to assess MVPA, LIPA, and SED. Sleep diaries were used in addition to identify time in bed. Analytic sample sizes for the different outcomes ranged from N = 345-370 participants. In this population of office workers with high levels of MVPA, the entire movement behavior composition was not associated to any of the mental health outcomes, but MVPA relative to all other behaviors was positively associated with mental wellbeing. This confirms the importance of MVPA for health relative to other movement-related behaviors.