OBJECTIVE To evaluate the prevalence of health-related behaviors according to presence and type of depression in Brazilian adults.METHODS Based on a sample of 49,025 adults (18 to 59 years) from the National Survey on Health 2013 (PNS 2013), we estimated the prevalence of health-related behaviors (smoking; passive smoking; frequent or risky alcohol consumption; leisure time physical activity; time watching TV; and eating pattern indicators), according to the presence of depression (minor and major), evaluated by the Patient Health Questionnaire – 9 (PHQ-9), and the report of depressive mood (in up to seven days or more than seven days) over a two-week period. Prevalence ratios were estimated by Poisson regression.RESULTS Evaluated by the PHQ-9 scale, 9.7% of the Brazilian adults had depression and 3.9% presented major depression. About 21.0% reported depressive mood and, in 34.9% of them, that feeling has been present for more than seven days. In individuals with major depression (PHQ-9), higher prevalence was found in almost all unhealthy behaviors analyzed, in particular, smoking (PR = 1.65), passive smoking (PR = 1.55), risk alcohol consumption (PR = 1.72), TV for ≥ 5 hours/day (PR = 2.13), consumption of fat meat (PR = 1.43) and soft drink (PR = 1.42). The prevalence ratios tended to be lower in those with minor depression. Similar results were observed in adults with depressive mood.CONCLUSIONS This study detected relevant association between depression and health behaviors, in particular for smoking and physical activity. The associations found with the PHQ were similar to those observed with the application of a single question about depressive mood. Our results indicate the importance of assessing the presence of depression and the frequency and severity of symptoms when implementing actions for the promotion of healthy behaviors.