Mitochondrial DNA copy number (mtDNAcn) is a putative biomarker of oxidative stress and biological aging. Modifiable factors, including physical activity (PA), avoidance of heavy alcohol use and smoking, and maintaining good mental health, may reduce oxidative stress and promote healthy aging. Yet, limited data exist regarding how these factors are associated with mtDNAcn or whether age, sex or race/ethnicity moderate associations. In this cross-sectional study, we selected 391 adults (183 non-Hispanic White, 110 Black and 98 Hispanic; mean = 67 years) from the VITAL-DEP (VITamin D and OmegA-3 TriaL-Depression Endpoint Prevention) ancillary to the VITAL trial. We estimated associations between lifestyle and behavioral factors (PA, alcohol consumption, cigarette smoking and depression) and log-transformed mtDNAcn using multivariable linear regression models. MtDNAcn was not correlated with chronological age; women had ~17% higher mtDNAcn compared to men. There were no significant associations between PA measures (frequency, amount or intensity) or alcohol consumption with mtDNAcn. Cigarette smoking (per 5 pack-years) was significantly associated with mtDNAcn (percent difference = -2.9% (95% confidence interval (CI) = -5.4%, -0.4%)); a large contrast was observed among heavy vs. non-smokers (≥30 vs. 0 pack-years): percent difference = -28.5% (95% CI = -44.2%, -8.3%). The estimate of mtDNAcn was suggestively different for past vs. no depression history (percent difference = -15.1% 95% CI = -30.8%, 4.1%), but this difference was not statistically significant. The association between smoking and log-mtDNAcn varied by sex and race/ethnicity; it was stronger in men and Black participants. While chance findings cannot be excluded, results from this study support associations of smoking, but not chronological age, with mtDNAcn and suggest nuanced considerations of mtDNAcn as indicative of varying oxidative stress states vs. biological aging itself.