The aim of this research is to investigate the prevalence of excessive daytime sleepiness (EDS) in primary school children in Hong Kong and to explore the interrelationship between EDS, unhealthy sleep behavior, and depression. 911 primary 4–6 students were recruited to a cross-sectional study. They completed a pack of questionnaires measuring sleepiness, depression, unhealthy sleep behaviors, and some socio-demographic information. Univariate logistic regression was performed to identify the potential risk factors of UBS on EDS and depression. A multivariate logistic regression was performed to examine the mediation role of EDS between UBS and depression. An EDS prevalence rate of 25.1 % was observed. Staying up late to study was significantly associated with both EDS and depression, eating before sleep was strongly associated with EDS and an inconsistent sleep time was strongly associated with depression. EDS only partially mediated the relationship between staying up late to study and depression. Unhealthy sleep behaviors are common among children and which may be due to heavy homework, poor time management, lack of house rule regarding snack time. They will increase the risk of depression and excessive sleepiness.