Although sleep habits have long been recognized as a promoter of health, the World Health Organization 2014 report on non-communicable diseases (NCDs) only listed smoking, alcohol intake, diet and physical activity (PA) as key modifiable risk factors that could enhance health and prevent NCDs. Cross-sectional data on 4385 surveys from the 2015 Catalan Health Survey, representative of the 2015 non-institutionalized Catalan population over age 14, were used to assess and compare the independent associations of low PA (International Physical Activity Questionnaire (IPAQ): low activity); poor diet (PREvención con DIeta MEDiterránea questionnaire (PREDIMED): low-adherent); poor sleep health (Satisfaction, Alertness, Timing, Efficiency and Duration scale (SATED): <8); smoking status; and, alcohol intake (high-risk drinker based on standard drink units) with having a poor self-perceived health status. Logistic regression models adjusted by age, gender, education level and number of comorbidities showed that poor sleep health had the strongest independent association with poor self-perceived health status (OR = 1.70; 95%CI: 1.37-2.12), followed by poor diet (OR = 1.37; 95%CI: 1.10-1.72) and low PA (OR = 1.31; 95%CI: 1.01-1.69). This suggests that sleep habits should be included among the important modifiable health risk factors and be considered a key component of a healthy lifestyle.