Depression is characterized by reduced physical activity and sleep-wake cycle disturbances, often considered important features of the disease, aligning with the Sensorimotor Systems and the Arousal and Regulatory Systems of the RDoC, respectively. Wrist-worn actigraphy can be leveraged to show objective sleep-wake and daily activity disturbances. While a few studies have suggested that self-reported reduced physical activity and sleep-wake cycle disturbances might both be linked to depression vulnerability, objective actigraphy-based measures in vulnerable samples remain largely unexplored. Seven-day actigraphy data were collected from 20 (13 F) university students with a higher vulnerability to depression, which was determined by the presence of a family history of the condition but no current symptoms, and 32 (21 F) controls with neither a family history of depression nor current depressive symptoms. Actigraphy data were processed using open-source software (GGIR). Daily physical activity, namely gross motor activity, was quantified as average daily acceleration and time spent on moderate-vigorous physical activity (MVPA). The sleep-wake cycle and circadian rhythms were assessed as total sleep duration per night (in hours), sleep within sleep period time (in hours), sleep efficiency (%), and relative amplitude. Individuals with a familial risk for depression showed reduced daily acceleration and time spent in MVPA relative to the control group, particularly on the weekend during their free time away from scheduled activities. On the other hand, the two groups were comparable in terms of sleep estimates. Taken together, reduced physical activity, but not sleep-wake disturbances, seem to be associated with vulnerability to depression and might be a viable target for identification and prevention efforts.