Lifestyle behaviors such as healthy diet and some forms of physical activity have been linked to lower risk of depressive symptoms in the general population. However, little is known regarding their associations with postnatal depressive symptoms. Given that postnatal women (particularly those living in socioeconomically disadvantaged neighborhoods) are more likely to have poorer diet quality, lower physical activity levels and greater risk of depressive symptoms, this study sought to determine the associations between diet quality, total and domain specific physical activity and depressive symptoms amongst postnatal women from socioeconomically disadvantaged neighborhoods. It was hypothesized that higher diet quality and levels of leisure-time physical activity would be associated with lower depressive symptoms. In 2007–2008, cross-sectional data were collected from 246 women living in socioeconomically disadvantaged neighborhoods in Victoria, Australia. Participants completed self-report measures of diet (using a 17 item dietary questionnaire), domain specific physical activity (International Physical Activity Questionnaire), and depressive symptoms (Centre for Epidemiologic Studies Depression Scale). Linear regression analyses were used to determine the associations between diet quality, physical activity and postnatal depressive symptoms. There was a significant inverse association between total physical activity (B, −0.009; 95% CI, −0.016 to −0.001; P = .023) and postnatal depressive symptoms. No association was found between other domain-specific physical activity (i.e. leisure-time, domestic or transport-related physical activity), or diet quality and postnatal depressive symptoms. Acknowledging the cross-sectional nature of this study, these findings suggest that total physical activity may play a more important role than diet quality in the relationship with postnatal depressive symptoms.