Objective: To investigate the relationship between physical activity, sleep duration, overweight, obesity and depressive symptoms among middle school students in Tianjin, and to provide the evidence for targeted prevention of depression. Methods: In September 2019 to 2021, the stratified cluster sampling method was used to select 52 747 middle school students from 16 districts in Tianjin for questionnaire survey, including demographics, depressive symptom, sleep status and physical activity. The χ 2 test and multivariate Logistic regression were used to analyze the data. Results: The prevalence of depressive symptoms among middle school students in Tianjin was 19.07%, with higher prevalence in female, urban areas, resident students and left behind students ( χ 2=128.44, 155.77, 35.29, 19.15, P <0.05). The prevalence of overweight and obesity were 20.64% and 22.13%, the proportion of students who met physical activity, outdoor activity, sleep duration guideline were 49.54%, 33.64%, 25.77%, respectively. Logistic regression results showed that meeting the guidelines on physical activity, outdoor activity, sleep duration and BMI were negatively correlated with depression symptoms, with sleep duration showed the highest protective effects on depressive symptoms( OR=0.60, 95%CI =0.57-0.63, P <0.05). Compared with students who did not meet any guidelines, students who met 4 guidelines had a lower risk of depression symptoms( OR=0.39, 95%CI =0.34-0.46, P <0.05). Conclusion The prevalence of depressive symptoms of middle school students in Tianjin is in moderate level, and the intervention should be comprehensively administered in terms of sleep duration, physical activity, outdoor activities, as well as overweight and obesity to reduce the occurrence of depression symptoms among middle school students.