This study investigated the relationship of depressive symptoms, social support, and a range of personal health behaviors in 2,091 male and 3,438 female university students from 16 countries. Depressive symptoms and social support were measured using the short Beck Depression Inventory and the Social Support Questionnaire; 9 personal health behaviors were also assessed. After the authors took age, social support, and clustering by country into account, depressive symptoms were significantly associated with lack of physical activity, not eating breakfast, irregular sleep hours, and not using a seat belt in both men and women, and additionally with smoking, not eating fruit, and not using sunscreen among women. Low social support was independently associated with low alcohol consumption, lack of physical activity, irregular sleep hours, and not using a seat belt in men and women. Bidirectional causal pathways are likely to link health behaviors with depressed mood.