Depression has shifted from an individual diagnosis to a major public health concern, affecting 150 million people worldwide. It is the leading cause of disability in years lived with disability, and nearly one million die from suicide each year. In the United States, prevalence rates for depression are close to 10%, and a similar burden is observed in California. A variety of barriers to treatment exist, resulting in nearly half of those affected receiving proper treatment. Exercise has become a viable prevention and treatment option, with many studies showing an inverse dose-response effect. Differences between men and women are evident in depression rates and physical activity levels, and gender has the potential to modify the relationship between depression and exercise. This study investigates the depression-exercise relationship in a population-based sample of California adults, and examines the effect that gender has on this association. The data come from the 2009 California Health Interview Survey (CHIS) adult population 18 and over (n=47,614). A case was defined as someone who experienced feelings of depression at any time in the previous 30 days. Calculated exercise levels accounted for intensity, duration, and frequency of activity in the week prior to the survey. Our study excluded participants missing any study variable or had a disability which would prevent basic activity. Weighted results describe population frequencies, univariate analyses for each study variable with the outcome, and multivariate regression modeling. These findings corroborated results from several large-scale public health studies that there may be an inverse association between depression and activity levels in California adults. Those with both low and moderate amounts of physical activity had increased odds of having depressed mood in comparison with those who had high levels of activity (OR=1.46, 95% CI 1.45, 1.46 and OR=1.56, 95% CI 1.55, 1.56, respectively; n=36,980). Gender appeared to drive an interaction effect in the depression-physical activity association. Men with low and moderate activity levels were 4.79 (95% CI 4.78, 4.80) and 5.63 (95% CI 5.62, 5.65) times more likely to have depressed mood than men with high activity levels, respectively. Women with low or moderate levels of activity were 4.60 (95% CI 4.59, 4.61) and 5.41 (95% CI 5.40, 5.43) times more likely to have depressed mood than women with high activity levels, respectively. This study suggests that higher levels of physical activity lower depression risk, and that this effect appears to be somewhat stronger for men. Future studies should include longitudinal randomized controlled trials to more carefully address causality and optimal dosage for mental health benefits. These findings support development of more focused public health messages regarding exercise and mental health treatment, and incorporation of such treatment into prevention programs.