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While research has confirmed a negative relationship between adult depression and physical activity, there is little evidence for children. This study examined the relationship of being classified as physically active or inactive by a parent or a teacher to depressive symptoms in children 8 to 12 years of age ( N = 933). It also assessed the relationship of playing sports outside of school, and of meeting health related fitness standards, to symptoms of depression. Relative risk of depressive symptoms for inactive classification was 2.8 to 3.4 times higher than it was for active , 1.3 to 2.4 times higher for children not playing sports outside of school, and 1.5 to 4.0 times higher for those not meeting health related fitness goals.
Tomson et al. (Mon,) studied this question.