Sleep restriction is a risk factor for weight gain and obesity. Few studies have formally investigated the mediating role of energy balance-related behaviours in the sleep - obesity association. The aim of this study was to explore the mediating role of physical activity, sedentary behaviours and dietary habits in the association of sleep duration with obesity in adults in five European urban regions. Data on self-reported sleep duration, energy balance-related behaviours, height and weight and other covariates were collected between February and September 2014 from participants to the SPOTLIGHT survey (N = 5900, mean age 52 years). Participants were recruited from 60 urban neighbourhoods in Belgium, France, Hungary, the Netherlands and the United Kingdom. Multilevel logistic regression analyses were used to assess the associations of sleep duration, energy balance-related behaviours and obesity and mediating effects were calculated using MacKinnon's product-of-coefficients method. Results indicated that a 1 h increase in sleeping time was associated with a 14% lower likelihood of being obese (OR = 0.86, 95%CI = 0.80; 0.93). Only work-related sedentary behaviour was identified as a statistically significant mediator in the association between sleep duration and obesity for the total sample, and youngest and oldest age group. We did not find evidence for a mediating role of dietary habits and physical activities.