The association between air pollution and depressive symptoms has not been thoroughly investigated, and the role of physical activity (PA) is particularly unclear. Although PA has been shown to alleviate depression, it may also increase exposure to air pollution, potentially exacerbating its adverse effects. A total of 17,332 participants aged 45 years and older from the 2018 wave of the China Health and Retirement Longitudinal Study (CHARLS) were included in this study to assess the causal effect of air pollution on depressive symptoms in China and to clarify the role of PA in this relationship. Depressive symptoms were assessed using the Center for Epidemiological Studies Depression Scale (CES-D). Data on particulate matter (PM, PM, and PM), nitrogen dioxide (NO), sulfur dioxide (SO), ozone (O), and carbon monoxide (CO) were obtained from the ChinaHighAirPollutants (CHAP) dataset. PA levels were measured using a standardized questionnaire and categorized as low or high. An instrumental variable (IV) approach was used to estimate the causal effect of air pollution on depressive symptoms. Potential effect modification by PA was assessed. The IV estimates showed that all air pollutants were significantly and adversely associated with depressive symptoms, with a per interquartile range (IQR) increase in PM, PM, PM, NO, SO, O, and CO associated with 1.57 (95% confidence interval (CI): 1.15, 1.99), 1.49 (95% CI: 1.10, 1.89), 1.71 (95% CI: 1.26, 2.17), 2.22 (95% CI: 1.62, 2.81), 1.30 (95% CI: 0.96, 1.65), 4.67 (95% CI: 3.37, 5.98), and 0.97 (95% CI: 0.71, 1.22) units increase in CES-D scores, respectively. PA significantly modified this association, with higher PA levels mitigating the adverse effects of air pollution on depressive symptoms.

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