This study explores the role of health behaviors on depressive symptoms across young adult females and differences in the relationship across race/ethnicity. The data come from the National Longitudinal Survey of Youth 1979 Child and Young Adult. Seven hundred and seven non-Hispanic White females, 592 African American females, and 349 Hispanic females were selected. Multiple linear regression and logistic regression analyses were conducted. African American and Hispanic females were more likely to eat fast food than non-Hispanic Whites. African Americans reported that they ate fruit less frequently in comparison with non-Hispanic Whites. Fruit intake was related to lower levels of depressive symptoms. Hispanics moderated the association between fruit intake and depressive symptoms. Females should be encouraged to eat more fruit during young adulthood in order to diminish the likelihood of depressive symptoms. In addition, strategies for promoting healthy behaviors should consider the varied effects of race/ethnicity on depressive symptoms among young female adults.