Few studies have explored the relation between withdrawn behavior (WB) and exercise and screen time. The current study used exploratory factor analysis to examine the factor structure of leisure-time exercise behavior (LTEB) and screentime sedentary behavior (STSB) in a clinical sample of youth. Structural equation modeling was employed to investigate the relations between WB and LTEB and STSB, conditional on gender. WB was assessed using the Child Behavior Checklist, and LTEB and STSB were measured using the Vermont Health Behavior Questionnaire. LTEB and STSB emerged as two separate factors. Gender moderated the structure of STSB only. For boys and girls, WB was inversely related to LTEB but not significantly related to STSB. LTEB and STSB are best represented as distinct, uncorrelated constructs. In addition, withdrawn youth may be at risk for poor health outcomes due to lower rates of LTEB. Mental health clinicians, sports psychologists, and related providers may be uniquely qualified to enhance motivation for sports participation in withdrawn youth.