The study found a two-way relationship between depression and physical activity.

People who increased their weekly activity reported fewer depressive symptoms but those with more depressive symptoms were less active, particularly at younger ages.

"Assuming the association is causal, leisure time physical activity has a protective effect against depression," said lead study author Snehal Pinto Pereira from University College London in Britain.

"If an adult between their twenties and forties who is not physically active became active three times per week, they would reduce their risk of depression by approximately 16 percent," Pereira pointed out.

The researchers followed 11,135 people born in 1958 up until the age of 50, recording depressive symptoms and levels of physical activity at regular intervals in adulthood.

They found that each additional activity session per week reduced odds of depression by 6 percent.

"Importantly, this effect was seen across the whole population and not just in those at high risk of clinical depression," Pereira said.

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