Lifestyle has been regarded as a key pathway through which adverse psychosocial working characteristics can give rise to long-term health problems. The purpose of this study was to estimate the indirect/mediated effect of health behaviors in the longitudinal work characteristics-depression relationship. The analyses were based on the Swedish Longitudinal Occupational Survey of Health, including 3706 working participants with repeat survey measures on four occasions (2008, 2010, 2012 and 2014). Psychosocial work characteristics including demands and social support were analyzed in relation to depressive symptoms. Autoregressive longitudinal mediation models using structural equation modeling were used to estimate the intermediate effects of unhealthy behaviors including current smoking, excessive alcohol consumption, unhealthy diet and physical inactivity. Both workplace demands and social support were related to later depressive symptoms. In bivariate models we found no significant paths from workplace demands to health behaviors, but two out of three significant time-specific paths from workplace support to excessive drinking and from excessive drinking to depressive symptoms. Social support was also associated with subsequent unhealthy diet, and one path from unhealthy diet to depressive symptoms was found. However, despite indications of certain longitudinal relationships between psychosocial working conditions and health behaviors as well as between health behaviors and depressive symptoms, no significant intermediate effects were found (p>0.05). We conclude that changes in unhealthy behaviors over a period of two years are unlikely to act as strong intermediaries in the longitudinal relationship between job demands and depressive symptoms and between social support and depressive symptoms.