Among Taiwanese adolescents, how the clustering of unhealthy behaviors, including insufficient physical activity, screen-based sedentary behavior and frequent sugar-sweetened beverage consumption affecting depressive symptom remains unclear. This study aims to examine the cross-sectional association between clustering of unhealthy behaviors and depressive symptom. We analyzed 18,509 participants from the baseline survey of the Taiwan Adolescent to Adult Longitudinal Survey in 2015. The outcome was depressive symptoms, and the main exposures were insufficient physical activity, screen-based sedentary behaviors and frequent sugar-sweetened beverage consumption. Generalized linear mixed models were performed to find key factor associated with depressive symptom. Depressive symptoms were common among participants (31.4%), particularly in female and older adolescents. After adjustments for covariates including sex, school type, other lifestyle factors and social determinants, individuals exhibiting clustering of unhealthy behaviors were more likely (aOR = 1.53, 95% CI: 1.48-1.58) to exhibit depressive symptoms than those who have no or only one unhealthy behavior. Clustering of unhealthy behaviors is positively associated with depressive symptom among Taiwanese adolescents. The findings highlight the importance of strengthening public health interventions to improve physical activity and decrease sedentary behaviors.