Physical activity modifies the association between depression and cognitive function in older adults

•Depressive symptoms were associated with potential cognitive function decline.•Women experiencing moderate-to-sever depressive symptoms were more vulnerable to cognitive impairment than men.•Engaging in physical activity may preserve cognitive function among those with moderate-to-severe depressive symptoms. To examine the effects of gender and physical activity on the interplay between depression and cognitive function in late adulthood. Data on physical activity, depressive symptoms, two measures of cognitive function (the Animal Fluency Test (AFT) and the Digital Symbol Substitution Test (DSST)), and other demographic characteristics were extracted from 2604 adults aged ≥ 60 years participating in the National Health and Nutrition Examination Survey (2011–2014). Gender-specific multiple linear regressions examined the relationship between depressive symptoms and cognitive function in the overall sample and stratified by level of leisure-time physical activity. Sample included 1327 women and 1277 men (mean age 69.0 years), Women with moderate to severe depressive symptoms had a 1.7 (95% CI: 0.5–2.9) point lower score on the AFT than those with none or minimal depressive symptoms. No such association was observed in men. In the stratified analyses, lower AFT test scores only persisted among women who were inactive. With respective to the DSST, lower test scores were observed in both men (−7.2, 95% CI: −13.1 to −1.3) and women (−6.4, 95% CI: −11.8 to −1.1) with moderate to severe depressive symptoms. In the stratified analyses, this association persisted in those who were insufficiently active, but attenuated to null among those engaged in sufficient physical activity. Moderate-to-vigorous physical activity modifies the depression-cognition relationship and preserves cognition function. Engaging in sufficient (150 min/week) leisure-time physical activity at moderate-to-vigorous intensity may protect those with depressive symptoms from cognitive decline in older age.