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The EURO\u2010D 12\u2010item scale was administered for depression symptoms. Participants reported the frequency they engaged in moderate\u2010intensity PA (MPA) and vigorous\u2010intensity PA (VPA). <jats:bold>Results:<\/jats:bold> Men and women engaging in MPA and VPA once or more than once a week had less depression symptoms than those who engage less than once a week. MPA and VPA once or more than once a week were inversely associated with the depression symptoms score. Furthermore, engaging in MPA and VPA decreased the odds of depression (cut\u2010off point of \u22654 depression symptoms) compared to engaging in PA less than once a week. <jats:bold>Conclusions:<\/jats:bold> Policies for promoting mental health should include PA for the prevention or treatment of depression symptoms. 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