Depressive symptoms among adolescents is an important public health issue. In 2015, the National Youth Risk Behavior Survey (YRBS) reported that nearly 30 percent of today’s youth experienced feelings of sadness and hopelessness for two weeks or more. The stigma associated with mental health disorders and potential side effects of pharmacological treatment underscore the importance of investigating how lifestyle choices, such as physical activity might contribute to depressive symptoms. Participating in physical activity is associated with improved mood and fewer depressive symptoms in adults. However, less is known about the association between physical activity and depressive symptoms among US adolescents. Therefore, the purpose of this thesis is to investigate the potential correlation between three physical activity behaviors and two sedentary behaviors and depressive symptoms among adolescents. The current thesis performed a cross-sectional analysis using the 2015 YRBS to assess the associations among physical activity, participating in physical education and in sports, television use, non-educational electronic use, and depressive symptoms (outcome) among US high school students. Adjusting for gender, grade, race and overweight status, results from the multivariate analyses revealed that engaging in five or more days of physical activity (PA) a week and participating in at least one sports team per year was negatively associated with depressive symptoms. Further, high daily non-educational electronic use (three or more hours) was found to be positively associated with depressive symptoms, especially among females. Interaction effects were found between non-educational electronic use and gender, and among sports team participation and race. This study’s findings show that physical activity, specifically participation in sports teams, was inversely associated with adolescents’ depressive symptoms. Future research may corroborate these findings using longitudinal data. If confirmed in prospective studies using representative samples, mental health care professionals should consider incorporating recommendations for engaging in physical activity in their care plans for some adolescents with depressive symptoms. Another opportunity may be for schools to encourage students to be more physically active and participate in sports teams, not only for healthy weight but for mental health as well.