Accumulating evidence has suggested the important role of lifestyle factors in depressive disorder. This paper aimed to introduce and outline recent research on epidemiological and intervention studies on lifestyle‐related factors in depressive disorder with a special focus on diet. Evidence on exercise, sleep. and related behaviors is also described. Here, findings from meta‐analytic studies are emphasized and related studies by the author's research group are introduced. Dietary factors that increase the risk of the illness include energy overload, skipping breakfast, unhealthy diet styles such as Western diet, inflammation‐prone diet, and high consumption of ultraprocessed food (UPF). Nutritional imbalances such as inadequate intake of protein, fish (Ω3 polyunsaturated fatty acids), vitamins (folate and vitamin D), and minerals (iron and zinc) increases the risk of depression. Poor oral hygiene, food allergy, addiction to alcohol, and smoking constitute risk factors. Sedentary lifestyle and increased screen time (e.g. video games and the internet) confer the risk of depression. Insomnia and disturbed sleep–wake rhythm are also involved in the pathogenesis of depression. There is accumulating evidence at the meta‐analysis level for interventions to modify these lifestyle habits in the protection and treatment of depressive disorder. Main biological mechanisms of the link between lifestyle factors and depression include monoamine imbalance, inflammation, altered stress response, oxidative stress, and dysfunction of brain‐derived neurotrophic factor, although other players such as insulin, leptin, and orexin also play a role. To increase resilience to modern stress and ameliorate depression through modification of lifestyle habits, a list of 30 recommendable interventions is presented.