The aim of the present study was to comprehensively investigate physical activity (PA), nutritional status, and autonomic nervous system (ANS) activity in healthy young adults with higher levels of depressive symptoms and in sex- and age-matched controls without depressive symptoms. We recruited 35 healthy young adults with higher levels of depressive symptoms (DEP group) and 35 controls (CON group). Measurement items were daily number of steps, the duration and amount of PA ≥3 metabolic equivalents (METs), exercise habits, the consumption of tryptophan (TRP) and/or vitamin B6-rich foods, plasma levels of total TRP and vitamin B6 levels, and ANS activity. The DEP group had fewer daily steps, as well as duration and amount of PA ≥3 METs, than the CON group, while there was no difference in exercise habits. The intake frequency of TRP and/or vitamin B6-rich foods and plasma vitamin B6 levels of the DEP group were rather higher than those in the control group. Plasma TRP levels and ANS activity were comparable in the two groups. Our findings suggest that a decline in overall PA, including daily steps as well as duration and amount of moderate-to-vigorous-intensity PA, could be associated with higher levels of depressive symptoms in healthy young adults. Their dietary intake of TRP and/or vitamin B6-rich foods was adequate, and there was no ANS activity dysfunction.