Background: Adolescence is a critical period for the development of depressive symptoms and obesity. This study examined the association of depressive symptoms with standardized BMI (BMI z-score), lifestyle behaviors, and self-efficacy measures in a sample of urban adolescents.Methods: A school-based study was conducted among adolescents (N = 1508) enrolled from 11 public schools. Depressive symptoms were assessed with Kandel's depressive symptoms scale for adolescents. Fruit and vegetable intake and intake of energydense foods were assessed by a short food frequency questionnaire. Sedentary behavior and physical activity (PA) were obtained by self-report. Height and weight were measured directly and BMI z-scores were calculated. Mixed-effects models were used to examine the association of depressive symptoms with BMI z-score and lifestyle behaviors, accounting for clustering at school level and adjusting for confounders. Self-efficacy measures were evaluated as potential mediators.Results: The sample was 53% female, 75% Hispanic, and 82% US born, with a mean age of 13.9 years. Higher depressive symptoms were associated with higher BMI z-score (b = 0.02; p = 0.02), intake of energy-dense foods (b = 0.42; p < 0.001), and sedentary behavior (b = 0.48; p < 0.001), but lower PA (b = -0.03; p = 0.01). There was an interaction by gender in the association of depressive symptoms and PA. Self-efficacy mediated the association of depressive symptoms and PA.Conclusions: Obesity prevention and treatment programs should consider addressing the role of negative emotions as part of their preventive strategies.