Major Depression and Bipolar Disorder Type I (BIP-I) and Type II (BIP-II), are characterized by depressed, manic, and hypomanic episodes in which specific changes of physical activity, circadian rhythm, and sleep are observed. It is known that genetic factors contribute to variation in mood disorders and biological rhythms, but unclear to what extent there is an overlap between their underlying genetics. In the present study, data from genome-wide association studies were used to examine the genetic relationship between mood disorders and biological rhythms. We tested the genetic correlation of depression, BIP-I, and BIP-II with physical activity (overall physical activity, moderate activity, sedentary behaviour), circadian rhythm (relative amplitude), and sleep features (sleep duration, daytime sleepiness). Genetic correlations of depression, BIP-I, and BIP-II with biological rhythms were compared to discover commonalities and differences. A gene-based analysis tested for associations of single genes and common circadian genes with mood disorders. Depression was negatively correlated with overall physical activity and positively with sedentary behaviour, while BIP-I showed associations in the opposite direction. Depression and BIP-II had negative correlations with relative amplitude. All mood disorders were positively correlated with daytime sleepiness. Overall, we observed both genetic commonalities and differences across mood disorders in their relationships with biological rhythms: depression and BIP-I differed the most, while BIP-II was in an intermediate position. Gene-based analysis suggested potential targets for further investigation. The present results suggest shared genetic underpinnings for the clinically observed associations between mood disorders and biological rhythms. Research considering possible joint mechanisms may offer avenues for improving disease detection and treatment.