Genetic factors increase the risk of depression, but the extent to which this can be offset by modifiable lifestyle factors is unknown. We investigated whether a combination of healthy lifestyles is associated with lower risk of depression regardless of genetic risk. Data were obtained from the UK Biobank and consisted of 339,767 participants (37-73 years old) without depression between 2006 and 2010. Genetic risk was categorized as low, intermediate, or high according to polygenic risk score for depression. A combination of healthy lifestyles factors-including no current smoking, regular physical activity, a healthy diet, moderate alcohol intake and a body mass index <30 kg/m2-was categorized into favorable, intermediate, and unfavorable lifestyles. The risk of depression was 22% higher among those at high genetic risk compared with those at low genetic risk (HR = 1.22, 95% CI: 1.14-1.30). Participants with high genetic risk and unfavorable lifestyle had a more than two-fold risk of incident depression compared with low genetic risk and favorable lifestyle (HR = 2.18, 95% CI: 1.84-2.58). There was no significant interaction between genetic risk and lifestyle factors (P for interaction = 0.69). Among participants at high genetic risk, a favorable lifestyle was associated with nearly 50% lower relative risk of depression than an unfavorable lifestyle (HR = 0.51, 95% CI: 0.43-0.60). We concluded that genetic and lifestyle factors were independently associated with risk of incident depression. Adherence to healthy lifestyles may lower the risk of depression regardless of genetic risk.