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To investigate alternative hypothetical models that could clarify the relationship between depressive symptoms and serum cholesterol fractions, i.e., high-density lipoprotein (HDL) and low-density lipoprotein (LDL). It was hypothesized that the impact of the depressive symptoms on cholesterol fractions is mediated through health behavior and body mass index, and at the same time there would be a direct link from depression to cholesterol.The study sample consisted of 893 middle-age men who participated in a trial aimed at preventing the metabolic syndrome, Type 2 diabetes and cardiovascular diseases. Serum cholesterol was measured by the enzymatic method. Participants completed self-report questionnaires assessing health behavior and depressive symptoms.Depressive symptoms consistently correlated statistically significantly with adverse lifestyle factors and, as hypothesized, positively with HDL. Path analyses supported the parallel existence of two main pathways: from depression through adverse health behavior to unfavorable cholesterol fraction balance, and a direct physiological link indicative of beneficial effect of depression on cholesterol levels.It is concluded that, among a sample of men, depressive symptoms are linked to cholesterol fractions through two different pathways. An adverse relationship of depression with serum lipids HDL-LDL balance is partly mediated through harmful health behaviors. At the same time, the results indicate a direct, physiological link between depressive symptoms and cholesterol that has a beneficial influence on the HDL-LDL balance.