BackgroundPrevious studies have suggested that physical activity may have antidepressant and/or anti-anxiety effects.AimsTo examine the bidirectional relationship between physical activity and common mental disorders and establish the importance of context, type and intensity of activity undertaken.MethodA clinical examination of 40 401 residents of Norway was undertaken. Participants answered questions relating to the frequency and intensity of both leisure-time and workplace activity. Depression and anxiety were measured using the Hospital Anxiety and Depression Scale (HADS). Biological and social data were also collected.ResultsThere was an inverse relationship between the amount of leisure-time physical activity and case-level symptoms of depression. This cross-sectional association was only present with leisure-time (as opposed to workplace) activity and was not dependent on the intensity of activities undertaken. Higher levels of social support and social engagement were important in explaining the relationship between leisure activity and depression. Biological changes such as alterations to parasympathetic vagal tone (resting pulse) and changes to metabolic markers had a less important role.ConclusionsIndividuals who engage in regular leisure-time activity of any intensity are less likely to have symptoms of depression. The context and social benefits of exercise are important in explaining this relationship.