We aimed to examine the associations of sleep duration with time spent on sedentary, moderate and vigorous activities in children and adolescents. The sample consisted of 2,241 (53.5% girls) Estonian and Swedish children (9-10 years) and adolescents (15-16 years), from the European Youth Heart Study, in 1998-1999. Sleep duration was calculated by the difference between self-reported bedtime and time for getting up on a normal weekday. Sedentary time/physical activity was measured by accelerometry (valid data on 1,462 participants). Adolescents had lower odds than children, and Swedish higher odds than Estonian, of meeting the sleep recommendations (>9 h) (OR = 0.22, 95% CI 0.17-0.27; and 1.32, 1.07-1.61, respectively). Participants sleeping longer than 10 h spent more time on physical activities (all intensities) and less time on sedentary activities than those sleeping shorter durations (all P < 0.001). The associations with physical activity became non-significant after additional adjustment for age or sexual maturation (Tanner stages), whereas the associations with sedentary time became borderline significant (P = 0.09/0.03, for age and Tanner, respectively). In conclusion, these results do not suggest a link between sleep durations and activity in a relatively large sample of children and adolescents from two European countries. Consequently, the common assumption that physical activity is a mediator in the relationship between short sleep durations and obesity is not supported by our findings.