This study aimed to evaluate the association between the presence of depressive symptoms and physical activity level (PAL) in patients with chronic kidney disease undergoing hemodialysis (HD). Cross-sectional study comprising 101 patients on HD, mean age 47.4±12.5 years. Sociodemographic data, economic, clinical, assessment of depressive symptoms (Beck Depression Scale - BDI), PAL (International Physical Activity Questionnaire - IPAQ), guidance for performing physical activity (PA) and time of HD. The prevalence of sedentary and depressive symptoms was 79.2% and 39.6%, respectively. Depressive symptoms were observed in 47.5% of sedentary patients (χ2=10.029, p=0.002), the ratio of prevalence of these symptoms five times higher in this group. 68.3% of patients on HD received no guidance for PA. Under 49 months of hemodialysis treatment, 63.8% of sedentary (χ2=3.011, p=0.083) and 57.5% of patients with depressive symptoms (χ2=0.100, p=0.752) already had these features. Although little is known about the relationship between depression and PA among patients undergoing HD, this study found that depressive symptoms were more prevalent among inactive. The results of this study demonstrate that patients undergoing HD have low PAL, relative presence of depressive symptoms and high lack of guidance on PA.