Background To systematically summarize the association between combined lifestyle (at least three factors, including but not limited to smoking, drinking, physical activity, body mass index, diet) and depressive symptoms by a meta-analysis in general populations. Methods Multiple electronic databases were searched for observational studies investigating combined lifestyle factors and depressive symptoms published before September 2020. Pooled risk estimates were calculated using random-effects models. Publication bias was conducted using the Egger's and Begg's tests. Results A total of 12 studies with 185,899 participants were included. The pooled OR of depressive symptoms in meta-analysis of 7 cross-sectional studies was 0.53 (0.39, 0.72), I2 = 83.6%, P for heterogeneity <0.001 and the pooled RR was 0.33 (0.12, 0.89), I2 = 95.3%, P for heterogeneity <0.001 in meta-analysis of 5 cohort studies for people with the highest versus lowest score of heathy lifestyles. In sensitivity analyses, the heterogeneity was significantly reduced in cross-sectional studies (pooled OR = 0.74 [0.65, 0.85], I2 = 21.7%, P for heterogeneity = 0.27) and cohort studies (pooled RR = 0.53 [0.38, 0.74], I2 = 15.2%, P for heterogeneity = 0.32). The publication bias corrected by “trim-and-fill” analysis yielded unchanged results. Limitations Limitations included residual confounding in original studies, heterogeneity between studies, and potential publication bias in the analysis of cross-sectional studies. Conclusion The healthy lifestyle was associated with a reduced risk of depressive symptoms. Adherence to overall healthy lifestyles is essential for the primary prevention of depression in general populations.