Engaging in healthy daily 24-h movement behaviors (e.g., moderate-to-vigorous physical activity [MVPA] [greater than or equal to] 60 minutes, screen time <2 hours, and sleep [greater than or equal to] 7 hours) is suggested to be associated with favorable mental health outcomes (e.g., less depressive symptoms and higher quality of life). Given the high prevalence of depressive symptoms among young adults worldwide, the primary purpose of this study was to examine the effects of sociodemographic factors, weight status, and adherence to the 24-h movement behavior guidelines on depressive symptoms among college students. A total of 278 college students (187 women; M[subscript age] = 22.38, SD = 3.91) completed the validated depressive symptom survey and wore the accelerometers (GT9X ActiGraph) objectively assessing their light PA [LPA], moderate-to-vigorous PA [MVPA], sedentary behavior, and sleep duration. Significant associations of sociodemographic factors (sex, academic level, race) and weight status with the prevalence of depressive symptoms were observed (p < 0.05), but not with adherence to the 24-h movement behavior guidelines. No significant associations were found between adherence to the 24-h movement behavior guidelines and the likelihood of depressive symptoms (odds ratios ranged from 0.56 to 1.85; p > 0.05). Adherence to the 24-h movement behavior guidelines was associated with the prevalence of depressive symptoms among college students. Higher education institutions should focus on depression screening and prevention among college students who are women, minority, and in an overweight/obese weight status.