Depression remains a global health problem, with its prevalence rising worldwide. Digital biomarkers are increasingly investigated to initiate and tailor scalable interventions targeting depression. Due to the steady influx of new cases, focusing on treatment alone will not suffice; academics and practitioners need to focus on the prevention of depression (i.e., addressing subclinical depression). With our study, we aim to (i) develop digital biomarkers for subclinical symptoms of depression, (ii) develop digital biomarkers for severity of subclinical depression, and (iii) investigate the efficacy of a digital intervention in reducing symptoms and severity of subclinical depression. Participants will interact with the digital intervention BEDDA consisting of a scripted conversational agent, the slow-paced breathing training Breeze, and actionable advice for different symptoms. The intervention comprises 30 daily interactions to be completed in less than 45 days. We will collect self-reports regarding mood, agitation, anhedonia (proximal outcomes; first objective), self-reports regarding depression severity (primary distal outcome; second and third objective), anxiety severity (secondary distal outcome; second and third objective), stress (secondary distal outcome; second and third objective), voice, and breathing. A subsample of 25% of the participants will use smartwatches to record physiological data (e.g., heart-rate, heart-rate variability), which will be used in the analyses for all three objectives. Digital voice- and breathing-based biomarkers may improve diagnosis, prevention, and care by enabling an unobtrusive and either complementary or alternative assessment to self-reports. Furthermore, our results may advance our understanding of underlying psychophysiological changes in subclinical depression. Our study also provides further evidence regarding the efficacy of standalone digital health interventions to prevent depression. Trial registration Ethics approval was provided by the Ethics Commission of ETH Zurich (EK-2022-N-31) and the study was registered in the ISRCTN registry (Reference number: ISRCTN38841716, Submission date: 20/08/2022).