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Previous studies on the association between 24-hour movement behaviors and depression have often both overlooked the interrelationships among daily movement behaviors and the potential confounding effect of the timing of 24-hour movement behaviors. This study examined the independent associations between 24-hour movement behaviors and depression among older adults and explored the substitution effects of reallocating time among these behaviors using an isotemporal substitution model. A cross-sectional study was conducted from September 2021 to July 2024 among adults aged ≥ 60 years, recruited through multistage sampling across regions with diverse socioeconomic levels. Physical activity (PA) and sedentary behavior (SB) were assessed using the International Physical Activity Questionnaire, sleep duration was obtained from the Pittsburgh Sleep Quality Index, and depressive symptoms were evaluated with the Geriatric Depression Scale-15. Logistic regression and isotemporal substitution models were used for analysis. Among 992 participants (mean [SD] age, 69.7 [6.9] years), 159 (16.0%) had depression. Compared with not engaging in any intensity of PA, engaging in any intensity of PA was associated with lower odds of depression. Threshold effect analysis suggested a possible L-shaped pattern between SB and depression. Compared with participants sleeping 7–8 h/night, both short (< 7 h/night) and long (> 8 h/night) sleep durations were significantly associated with higher odds of depression. Isotemporal substitution analysis indicated that, among participants with sleep duration ≤ 7 h/night, replacing 0.5 h/day of SB with light physical activity (LPA) (OR = 0.63, 95% CI: 0.42–0.93) or replacing 0.5 h/day of vigorous physical activity (VPA) with LPA (OR = 0.61, 95% CI: 0.40–0.94) was associated with lower odds of depression. Additionally, replacing 0.5 h/day of SB (OR = 0.80, 95% CI: 0.69–0.92), moderate physical activity (MPA) (OR = 0.83, 95% CI: 0.70–1.00), or VPA (OR = 0.78, 95% CI: 0.65–0.94) with sleep duration was also protective. Among participants with sleep duration > 7 h/night, replacing 0.5 h/day of sleep duration with VPA was associated with lower odds of depression (OR = 0.75, 95% CI: 0.58–0.95), whereas replacing VPA with sleep duration increased depression odds (OR = 1.33, 95% CI: 1.05–1.73). These findings highlight the importance of promoting PA of any intensity and maintaining optimal sleep duration, while limiting excessive SB, for mental health among Chinese older adults. The isotemporal substitution model further indicated that among participants with ≤ 7 h/night of sleep, replacing SB or VPA with LPA, or replacing SB, MPA, or VPA with sleep duration, was associated with reduced odds of depression. In contrast, among those with > 7 h/night of sleep, replacing sleep with VPA was associated with lower odds of depression. These findings emphasize the importance of optimizing 24-hour movement behaviors to promote mental health in later life.