Depression may be a risk factor for overweight status, but mechanisms involved in this relationship are unclear. This study explored behavioral factors involved in the relationship between adolescent depression symptoms and adult overweight status. A population-based cohort of female participants in Project EAT (n = 1035) was followed over 10 years and reported on psychological functioning, weight status and eating and activity patterns in early/middle adolescence (1999 = Time 1; T1), middle adolescence/early young adulthood (2004 = Time 2; T2) and early/middle young adulthood (2009 = Time 3; T3). Structural equation models were fit which included T1 depression scores predicting overweight status at T3, with T2 fruit and vegetable consumption, moderate-to-vigorous physical activity and binge eating examined as mediators. There were small but significant effects of T1 depression scores predicting an increased likelihood of T3 overweight status (standardized estimate = 0.038; P = 0.007), and of T2 binge eating mediating the relation between T1 depression and T3 overweight status (standardized indirect effect estimate = 0.036; P = 0.009). Binge eating may be one pathway to overweight among depressed females, suggesting that recognition and treatment of eating pathology in individuals with depression may help prevent overweight. Examination of other behavioral (and non-behavioral) factors explaining the relationship between depression and overweight is warranted.