Objectives: The aim of this study was to determine whether behavioral mechanisms explain the association between depressive symptoms and myocardial infarction (MI) or death in individuals with coronary heart disease (CHD). Background: Depressive symptoms are associated with increased morbidity and mortality in individuals with CHD, but it is unclear how much behavioral mechanisms contribute to this association. Methods: The study included 4,676 participants with a history of CHD. Elevated depressive symptoms were defined as scores ≥4 on the Center for Epidemiologic Studies Depression 4-item Scale. The primary outcome was definite/probable MI or death from any cause. Incremental proportional hazards models were constructed by adding demographic data, comorbidities, and medications and then 4 behavioral mechanisms (alcohol use, smoking, physical inactivity, and medication non-adherence). Results: At baseline, 638 (13.6%) participants had elevated depressive symptoms. Over a median 3.8 years of follow up, 125 of 638 (19.6%) participants with and 657 of 4,038 (16.3%) without elevated depressive symptoms had events. Higher risk of MI or death was observed for elevated depressive symptoms after adjusting for demographic data (hazard ratio [HR]: 1.41, 95% confidence interval [CI]: 1.15 to 1.72) but was no longer significant after adjusting for behavioral mechanisms (HR: 1.14, 95% CI: 0.93 to 1.40). The 4 behavioral mechanisms together significantly attenuated the risk for MI or death conveyed by elevated depressive symptoms (-36.9%, 95% CI: -18.9 to -119.1%), with smoking (-17.6%, 95% CI: -6.5% to -56.0%) and physical inactivity (-21.0%, 95% CI: -9.7% to -61.1%) having the biggest explanatory roles. Conclusions: Our findings suggest potential roles for behavioral interventions targeting smoking and physical inactivity in patients with CHD and comorbid depression. © 2013 American College of Cardiology Foundation.