Researchers found those reporting low physical activity levels as a child were 35 per cent more likely to report depression in adulthood compared to those reporting higher levels of physical activity in childhood.
This association was apparent even after taking adult physical activity levels into account.
Dr Felice Jacka, a researcher with Deakin's School of Medicine based at Barwon Health in Geelong, said being physically active as a child may be important to adult mental health.
"The results of our study suggest that physical activity may protect against the development of depression and supports the encouragement of regular physical activity in children," Dr Jacka said.
"Childhood is a period of rapid brain development and physical activity in early life may have beneficial effects on the developing brain through its impact on important brain proteins and oxidative stress.
"Involvement in sport is also known to influence the development of important coping and stress management skills in children and adolescents and has been shown to be associated with greater emotional wellbeing in adolescents.
"Conversely, low levels of physical activity are linked with lower levels of social support in young adults which may influence risk factors for depression over one's life."
Source: Medindia