Wearable devices now make it possible to record large quantities of physiological data, which can be used to obtain a clearer view of a person’s health status and behavior. However, to the best of our knowledge, there are no open datasets in the literature that provide psycho-physiological data. The Multilevel Monitoring of Activity and Sleep in Healthy people (MMASH) dataset presented in this paper provides 24 h of continuous psycho-physiological data, that is, inter-beat intervals data, heart rate data, wrist accelerometry data, sleep quality index, physical activity (i.e., number of steps per second), psychological characteristics (e.g., anxiety status, stressful events, and emotion declaration), and sleep hormone levels for 22 participants. The MMASH dataset will enable the investigation of possible relationships between the physical and psychological characteristics of people in daily life. Data were validated through different analyses that showed their compatibility with the literature.