This study examined whether blood fatty acid levels, vitamin D status, and/or physical activity are associated with physical fitness scores; a measure of mood, Patient Health Questionnaire-9; and a measure of resiliency, Dispositional Resiliency Scale-15 in active duty Soldiers. 100 active duty males at Fort Hood, Texas, underwent a battery of psychometric tests, anthropometric measurements, and fitness tests, and they also provided fasting blood samples for fatty acid and vitamin D analysis. Pearson bivariate correlation analysis revealed significant correlations among psychometric tests, anthropometric measurements, physical performance, reported physical inactivity (sitting time), and fatty acid and vitamin D blood levels. On the basis of these findings, a regression equation was developed to predict a depressed mood status as determined by the Patient Health Questionnaire-9. The equation accurately predicted depressed mood status in 80% of our participants with a sensitivity of 76.9% and a specificity of 80.5%. Results indicate that the use of a regression equation may be helpful in identifying Soldiers at higher risk for mental health issues. Future studies should evaluate the impact of exercise and diet as a means of improving resiliency and reducing depressed mood in Soldiers.