Taking part in even a small amount of exercise each week can significantly reduce the chance of suffering symptoms, researchers showed.
In the largest ever study of its kind, analysis involving more than 30,000 adults revealed 12 per cent of depression cases could have been prevented by a small amount of regular exercise.
And those who do not exercise are 44 per cent more likely to suffer with depression.
The findings, published in the American Journal of Psychiatry, also reveal the role exercise could play in personalised mental health treatment plans.
The study’s lead author, Associate Professor Samuel Harvey, said: “We’ve known for some time that exercise has a role to play in treating symptoms of depression, but this is the first time we have been able to quantify the preventative potential of physical activity in terms of reducing future levels of depression.
“These findings are exciting because they show that even relatively small amounts of exercise, from one hour per week, can deliver significant protection against depression.”
An international research team, led by the Australia-based Black Dog Institute, studied 33,908 Norwegian adults whose levels of exercise and symptoms of depression and anxiety were monitored over 11 years.
A healthy group of participants were asked to report how often they exercise and at what intensity, ranging from without becoming breathless or sweating to becoming breathless and sweating or exhausting themselves.
At a follow-up stage, they completed a self-report to indicate any emerging anxiety or depression.
The study revealed people who reported doing no exercise at all at baseline had a 44 per cent increased chance of developing depression, compared to those who were exercising one to two hours a week.
The research team also accounted for variables which might impact the association between exercise and common mental illness.
Theses included socio-economic and demographic factors, substance use, body mass index, new onset physical illness and perceived social support.
Professor Harvey added: “These results highlight the great potential to integrate exercise into individual mental health plans and broader public health campaigns.
“If we can find ways to increase the population’s level of physical activity even by a small amount, then this is likely to bring substantial physical and mental health benefits.”
The data was collected through the Health Study of Nord-Trøndelag County, one of the largest population-based health surveys ever undertaken, between January 1984 and June 1997.
But the research found benefits did not protect against anxiety, with no link found between level and intensity of exercise and the chances of developing the disorder.
Professor Harvey said: “Most of the mental health benefits of exercise are realised within the first hour undertaken each week.
“With sedentary lifestyles becoming the norm worldwide, and rates of depression growing, these results are particularly pertinent as they highlight that even small lifestyle changes can reap significant mental health benefits.”