Physical exercise and depressive symptoms among rural older adults in China: a cross-sectional study of serial correlational linkages via health anxiety and self-efficacy

Background China has entered a stage of deep population aging. The relatively high detection rate of depressive symptoms among rural older adults has become a prominent challenge in grassroots elderly health governance. As a modifiable lifestyle factor, physical exercise is widely associated with lower depressive symptoms, yet research on the localized associative pathways underlying this correlation targeting this specific group remains insufficient. This study examines the specific and serial indirect associations of health anxiety and self-efficacy in the association between physical exercise and depressive symptoms, to provide empirical evidence for developing potential intervention strategies among rural older adults. Methods Employing a combination of multi-stage stratified random sampling and quota sampling, this study selected 772 rural older adults aged 60–69 years from eastern, central and western regions of China as the research sample. Data were collected through home visits using standardized scales. The Bootstrap method implemented in SPSS 27.0 and the PROCESS 4.0 macro was applied to estimate the indirect associations. Results Physical exercise showed a significant negative cross-sectional correlation with depressive symptoms, with a total association estimate of −0.0793 (95% CI: [−0.0992, −0.0595]). The direct association was −0.0356 (95% CI: [−0.0566, −0.0147]), accounting for 44.89% of the total association. The total indirect association of health anxiety and self-efficacy was −0.0437 (95% CI: [−0.0555, −0.0331]), contributing 55.11% to the total association. All three indirect paths were statistically significant: the specific indirect association via health anxiety was −0.0266 (95% CI: [−0.0362, −0.0180]), accounting for 33.54% of the total association; the specific indirect association via self-efficacy was −0.0115 (95% CI: [−0.0183, −0.0060]), accounting for 14.50% of the total association; and the serial indirect association was −0.0057 (95% CI: [−0.0087, −0.0032]), accounting for 7.07% of the total association. Conclusion Higher physical exercise levels correlated significantly with milder depressive symptoms in this cross-sectional sample of rural Chinese older adults. Health anxiety and self-efficacy showed specific indirect associations within the physical exercise–depressive symptom association, including a serial indirect association through both constructs. Specifically, health anxiety occupied the most prominent position within the observed network of inter-variable correlations.