Behavioral studies using personal digital devices typically produce rich longitudinal datasets of mixed data types. These data provide information about the behavior of users of these devices in real-time and in the users' natural environments. Analyzing the data requires multidisciplinary expertise and dedicated software. Currently, no generalizable, device-agnostic, freely available software exists within Python scientific computing ecosystem to preprocess and analyze such data. This paper introduces a Python package, Niimpy, for analyzing digital behavioral data. The Niimpy toolbox is a user-friendly open-source package that can quickly be expanded and adapted to specific research requirements. The toolbox facilitates the analysis phase by offering tools for preprocessing, extracting features, and exploring the data. It also aims to educate the user on behavioral data analysis and promotes open science practices. Over time, Niimpy will expand with extra data analysis features developed by the core group, new users, and developers. Niimpy can help the fast-growing number of researchers with diverse backgrounds who collect data from personal and consumer digital devices to systematically and efficiently analyze the data and extract useful information. This novel information is vital for answering research questions in various fields, from medicine to psychology, sociology, and others.