In recent years, physical inactivity among children or adolescents has been a major public health concern. Although a number of studies have examined the effect of physical inactivity on depressive symptoms in adults, only few studies have examined this effect on children. Therefore, the purpose of this study was to examine the effect of physical activity on the development of depressive symptoms in children by using longitudinal data. The study participants were students in grades 4 to 8 in the Koshu City. Their physical activity and depressive symptoms were examined in 2008 by a questionnaire. One year later, their depressive symptoms were examined again. Students who had depressive symptoms at the baseline were excluded. Physical activity at the baseline was categorized into 3 groups as independent variables. The development of depressive symptoms was used as the dependent variable. Multivariate logistic regression analyses were performed to examine the relationship. At the baseline, 1532 students completed the questionnaire. Of them, 1379 students (727 boys and 652 girls) did not have depressive symptoms. One year later, 1319 students (95.6%) completed the questionnaires on depressive symptoms. Of them, 41 (6.0%) boys and 68 (10.6%) girls had developed depressive symptoms during the study period. High physical activity was significantly associated with decreased incidence of depressive symptoms compared to low physical activity only in boys (odds ratio: 0.37, 95% confidence interval: 0.12-0.95). Our results suggest that high physical activity significantly affects the depressive symptoms in boys.