Objective: The physical and mental health of women prior to conception can have a significant impact on pregnancy and child outcomes. Given the rising burden of non-communicable diseases, the aim was to explore the relation between mental health, physical health and health behaviour in women planning a pregnancy. Methods: Cross-sectional analysis of responses from 131 182 women to a preconception health digital education tool, providing data on physical and mental health and health behaviour. Logistic regression was used to explore associations between mental health and physical health variables. Results: Physical health conditions were reported by 13.1% and mental health conditions by 17.8%. There was evidence for an association between self-reported physical and mental health conditions (odds ratio [OR] 2.22, 95% CI 2.14–2.3). Those with a mental health condition were less likely to engage with healthy behaviour at preconception such as folate supplementation (OR 0.89, 95% CI 0.86–0.92) and consumption of the recommended amount of fruit and vegetables (OR 0.77, 95% CI 0.74–0.79). They were more likely to be physically inactive (OR 1.14, 95% CI 1.11–1.18), smoke tobacco (OR 1.72, 95% CI 1.66–1.78) and use illicit substances (OR 2.4, 95% CI 2.25–2.55). Conclusions: Greater recognition of mental and physical comorbidities is needed and closer integration of physical and mental healthcare in the preconception period, which could support people to optimise their health during this time and improve long-term outcomes.