AIM: Evidence for a link between physical activity and mental health in young people is hampered by methodological shortcomings. Using repeat assessments of device-measured physical activity, we examined the association of within-individual variation in free-living activity over 7 years with depressive symptoms. METHODS: This was a prospective cohort study of a nationally representative sample of children born in the UK (n=4898). Physical activity was quantified using accelerometry at ages 7 and 14. The main outcome was depressive symptoms, based on the Short Mood and Feelings Questionnaire, assessed at age 14. RESULTS: After adjustment for socioeconomic status, body mass index and psychological problems at baseline, a higher level of light-intensity activity at age 7 in girls was associated with a lower likelihood of having depressive symptoms at follow-up (OR, 0.79; 95% CI 0.61 to 1.00), although no associations were observed for moderate to vigorous activity or sedentary behaviour. Girls who transitioned from low baseline activity to higher levels at follow-up experienced a lower risk of depressive symptoms (OR, 0.60; 95% CI 0.39 to 0.92) compared with the inactive reference category. Null associations were observed in boys. Participants who consistently met the current recommendation of 60 min/day of moderate to vigorous activity both at 7 and 14 years of age experienced the lowest risk of depressive symptoms (OR, 0.55; 95% CI 0.34 to 0.88). CONCLUSION: To prevent depressive symptoms in adolescence, policies to increase physical activity from mid-childhood may have utility.