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OBJECTIVE: To understand the relationship between physical activity behavior and depression risk in the married group from the perspective of gender differences. METHODS: The 15,607 married people in the China Family Tracking Survey 2020 (CFPS 2020) were used to investigate the relationship between physical activity and depression risk among different groups of people in marriage. Results: There were 527 (6.64%) women at high risk of depression, of whom 417 (7.71%) had no exercise habits, and 365 (4.76%) men at high risk of depression, of whom 279 (5.56%) had no exercise habits; physical exercise habits could influence the risk of depression among those in marriage, and after controlling for the relevant variables, physical exercise was negatively associated with the risk of depression among women (OR=0.5). After controlling for the relevant variables, physical activity was negatively associated with the risk of depression in women (OR=0.65, p<0.001), but not in men (OR=0.79, p>0.05). Conclusion:Physical activity moderates the risk of depression in married women, but is not directly associated with the risk of depression in married men.