Lunar periodicity in human biology and behaviour, particularly sleep, has been reported. However, estimated relationships vary in direction (more or less sleep with full moon) if they exist at all, and studies tend to be so small that there is potential for confounding by weekly or monthly cycles. Lunar variation in physical activity has been posited as a driver of this relationship, but is likewise not well studied. We explore the association between lunar cycle, sleep and physical activity in a population-based sample of 1411 Germans age 14-17 years (46% male). Physical activity (daily minutes moderate-to-vigorous activity) was objectively assessed by accelerometry for a total of 8832days between 2011 and 2014. At the same time, time in bed (h) and subjective sleep quality (1-6) were diaried each morning. In models corrected for confounding, we found that lunar phase was not significantly associated with physical activity, subjective sleep quality or time in bed in either sex, regardless of season. Observed relationships varied randomly in direction between models, suggesting artefact. Thus, this large, objectively-measured and well-controlled population of adolescents displayed no lunar periodicity in objective physical activity, subjective sleep quality or time in bed.