Background <p>The number of college students in need of treatment for depressive symptoms far outweighs the resources of most counseling centers due to rising health needs. It is necessary to establish prevention and intervention strategies for college students. This study aimed to explore the associations between self-efficacy, e-health literacy, and depressive symptoms to guide college students in adopting preventive measures and potential interventions for managing depressive symptoms.</p> Methods <p>This cross-sectional study randomly recruited 1500 students from two universities in Nantong City from May to December 2020. Participants’ demographic characteristics, self-efficacy, e-health literacy, and depressive symptoms were collected. The mediating effect of e-Health literacy was evaluated using the bootstrap resampling technique.</p> Results <p>A total of 1388 valid questionnaires were collected. The prevalence of depressive symptoms among the sample was 50.29%. Higher self-efficacy and e-health literacy were all significantly associated with lower depressive symptoms. e-Health literacy partially mediated the association between self-efficacy and depressive symptoms, accounting for 26.6% of the total effect.</p> Conclusion <p>Improving self-efficacy and e-health literacy was associated with reducing depressive symptoms, with e-health literacy partially mediating the relationship between self-efficacy and depressive symptoms. Interventions for college students should focus on enhancing both self-efficacy and e-health literacy to help alleviate depressive symptoms.</p>