Harvey SB, et al. - The authors aimed to address whether exercise provided protection against new-onset depression and anxiety and if so, the intensity and amount of exercise required to gain protection. In addition, they investigated the mechanisms that underlie any association. Protection against future depression was conferred by the regular leisure-time exercise of any intensity provides. However, protection was not provided against anxiety. In population levels of exercise, relatively modest changes could have important public mental health benefits and prevent a substantial number of new cases of depression.