Longitudinal evidence is lacking on the interplay between lifestyle behaviors and depressive symptoms, especially in the context of the COVID-19 pandemic. This study investigated the changes in physical activity and recreational screen time during the pandemic, along with their reciprocal associations with depressive symptoms among children and adolescents.The public health emergency due to the pandemic started in January 2023 and lasted for two months in Shanghai, China. A three-wave longitudinal study was conducted among 1,666 children and adolescents (6-18 years) in January, March, and July 2023. Moderate-to-vigorous intensity physical activity (MVPA), recreational screen time, and depressive symptoms were measured using self-reported questionnaires. Random-intercept cross-lagged panel models were constructed to examine the bidirectional associations between physical activity and recreational screen time with depressive symptoms.Children and adolescents experienced a significant decrease in MVPA and a substantial increase in recreational screen time during the pandemic, which failed to return to pre-pandemic levels post-pandemic. Pre-pandemic MVPA was negatively associated with subsequent depressive symptoms (β = -0.147). Conversely, pre-pandemic depressive symptoms were positively associated with subsequent recreational screen time (β = 0.085), which in turn predicted heightened post-pandemic depressive symptoms (β = 0.076). When stratified by age, significant associations were found in adolescents but not children.Sustained unhealthy changes in physical activity and recreational screen time were observed during the COVID-19 pandemic among children and adolescents. This study elucidates a potential reciprocal relationship between lifestyle behaviors and mental well-being. Effective interventions are emphasized to counter the negative impacts of insufficient physical activity and excessive screen use on the mental health of children and adolescents.© 2024. The Author(s).