Worldwide, depressive disorder is one of the leading determinants of disability-adjusted life years. Although the benefits associated with physical activity (PA), there is a lack of information related to depression, especially in countries like Czechia, where modern approaches to mental health care only recently emerged. The PA levels were associated with aspects of depression such as clinician-diagnosed history; different severities; continuous depression scores; and specific symptoms that characterize the depression. The multivariable-adjusted Poisson regression models were carried out on 2123 participants (45.3% men, median 48 years). Compared to subjects with insufficient PA, the moderate and high PA levels were inversely associated with clinician-diagnosed depression history (respectively, prevalence rate [PR]= 0.84; 95% CI 0.66-0.82 and PR=0.50; 95% CI 0.36-0.67); and with continuous depression scores (PR=0.85; 95% CI 0.75-0.97; and PR=0.79; 95%CI 0.70-0.90).; but only high PA showed association with depression categories (PR=0.75; 95%CI 0.60-0.95). Depressed mood and worthlessness were the symptoms associated with moderate and high PA. Tiredness, change in appetite, and problems with concentration only with high PA. Although only high PA was sufficient for people intending changes among depression categories, the moderate PA may be enough for slight changes in depressive symptoms, and a good strategy when starting.