This study investigates the relationship between sleep, exercise, and depression with coronary heart disease (CHD) using data from the 2020 Behavioral Risk Factor Surveillance System (BRFSS) survey (n = 391,750) during the COVID-19 pandemic. CHD was defined as self-reported CHD or myocardial infarction (MI). The study used descriptive statistics and logistic regression models to assess the relationships between lifestyle behaviors and CHD, with a sensitivity analysis comparing depressed subjects with non-depressed subjects. Insufficient sleep and lack of exercise were found to be associated with an increased risk of CHD, and this association was stronger among depressed individuals. The interaction term between sleep and exercise was not significant. The findings suggest that improving mental health and promoting healthy lifestyle behaviors may help reduce the risk of CHD, particularly among those with depression. The study highlights the importance of addressing mental health and lifestyle factors to mitigate the impact of CHD during public health emergencies like the COVID-19 pandemic.This study investigates the relationship between sleep, exercise, and depression with coronary heart disease (CHD) using data from the 2020 Behavioral Risk Factor Surveillance System (BRFSS) survey (n = 391,750) during the COVID-19 pandemic. CHD was defined as self-reported CHD or myocardial infarction (MI). The study used descriptive statistics and logistic regression models to assess the relationships between lifestyle behaviors and CHD, with a sensitivity analysis comparing depressed subjects with non-depressed subjects. Insufficient sleep and lack of exercise were found to be associated with an increased risk of CHD, and this association was stronger among depressed individuals. The interaction term between sleep and exercise was not significant. The findings suggest that improving mental health and promoting healthy lifestyle behaviors may help reduce the risk of CHD, particularly among those with depression. The study highlights the importance of addressing mental health and lifestyle factors to mitigate the impact of CHD during public health emergencies like the COVID-19 pandemic.