Adolescent mental disorders remain a relatively neglected area of research, despite evidence that these conditions affect youth disproportionately. We examined associations between physical activity, leisure-time screen use and depressive symptoms among Australian children and adolescents. Large cross-sectional observational study. Self-reported physical activity and leisure-time screen behaviours, and depressive symptoms using the Short Mood and Feeling Questionnaire were assessed in 8256 students aged 10-16 years (mean age=11.5 years, SD=0.8). Thirty three percent of the sample reported moderate to high depressive symptoms, with rates higher among females (OR=1.18; 95% CI: 1.02, 1.36; p=0.001). Increased opportunities to be active at school outside class (OR=0.70; 0.58, 0.85; p<0.001), being active in physical education classes (OR=0.77; 0.69, 0.86; p<0.001), greater involvement in sports teams at school (OR=0.77; 0.67, 0.88; p<0.001) and outside of school (OR=0.84; 0.73, 0.96; p=0.01) were all independently associated with lower odds for depressive symptoms. Meeting recommended guidelines for physical activity (OR=0.62; 0.44, 0.88; p=0.007) and, for 12-14 year olds, leisure-time screen use (OR=0.77; 0.59, 0.99; p=0.04) were also independently associated with lower odds for depressive symptoms. Higher levels of physical activity among children and young adolescents, and lower levels of leisure-time screen use among young adolescents, are associated with lower depressive symptoms. Longitudinal studies are needed to understand the causal relationships between these variables. Crown Copyright © 2013. Published by Elsevier Ltd. All rights reserved.