BACKGROUND: Previous studies (various designs) present contradicting insights on the potential causal effects of diet/physical activity on depression/anxiety (and vice versa). To clarify this, we employed a triangulation framework including three methods with unique strengths/limitations/potential biases to examine possible bidirectional causal effects of diet/physical activity on depression/anxiety. METHODS: Study 1: 3-wave longitudinal study ( RESULTS: Study 1 did not provide support for bidirectional causal effects between diet/physical activity and symptoms of depression/anxiety. Study 2 did provide support for causal effects between fruit/vegetable intake and symptoms of depression/anxiety, mixed support for causal effects between physical activity and symptoms of depression/anxiety, and no support for causal effects between sweet/savoury snack intake and symptoms of depression/anxiety. Study 3 provides support for a causal effect from increased fruit intake to the increased likelihood of anxiety. No support was found for other pathways. Adjusting the analyses including diet for physical activity (and vice versa) did not change the conclusions in any study. CONCLUSIONS: Triangulating the evidence across the studies did not provide compelling support for causal effects of diet/physical activity on depression/anxiety or vice versa.