Few studies have examined the association between physical activity (PA), measured objectively, and adolescent depressive symptoms. The aim of this study was to determine whether there is an association between objective measures of PA (total PA and time spent in moderate and vigorous PA (MVPA)) and adolescent depressive symptoms.Data on 2,951 adolescents participating in ALSPAC were used. Depressive symptoms were measured using the self-report Mood and Feelings Questionnaire (MFQ) (short version). Measures of PA were based on accelerometry. The association between PA and MFQ scores was modelled using ordinal regression.Adolescents who were more physically active (total PA or minutes of MVPA) had a reduced odds of depressive symptoms [OR(adj) total PA (tertiles): medium 0.82 (95% CI: 0.69, 0.97); high 0.69 (95% CI: 0.57, 0.83)]; OR(adj) per 15 min MVPA: 0.92 (95% CI: 0.86, 0.98). In a multivariable model including both total PA and the percentage of time spent in MVPA, total PA was associated with depressive symptoms (OR(adj) total PA (tertiles): medium 0.82 (95% CI: 0.70, 0.98); high 0.70 (95% CI: 0.58, 0.85) but the percentage of time spent in MVPA was not independently associated with depressive symptoms [OR(adj) MVPA (tertiles) medium 1.05 (95% CI: 0.88, 1.24), high 0.91 (95% CI: 0.77, 1.09)].The total amount of PA undertaken was associated with adolescent depressive symptoms, but the amount of time spent in MVPA, once total PA was accounted for, was not. If confirmed in longitudinal studies and randomised controlled trials, this would have important implications for public health messages.