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The Aerobics Center Longitudinal Study (ACLS) provides the opportunity to evaluate associations between measures of physical activity and mental health in a large and well-characterized population of men and women.Participants were 5451 men and 1277 women (20–88 yr) who completed a maximal fitness treadmill test and self-report measures of habitual physical activity, depressive symptoms (Center for Epidemiological Studies Scale for Depression; CES-D) and emotional well-being (General Well-Being Schedule; GWB). To evaluate the dose–response gradient of the association, we classified the sample, separately for men and women, into three levels of relative cardiorespiratory (CR) fitness (low, moderate, high) on the maximal treadmill test, and four levels on a physical activity index of weekly walking, jogging, and running.In both men and women, there was a significant inverse graded dose–response relationship between maximal CR fitness and the CES-D score (P < 0.0001), and a significant positive graded dose–response relationship between CR fitness and the GWB score (P < 0.0001). We also observed dose–response associations between the level of physical activity and both CES-D and GWB scores (P < 0.0001) that peaked at 11–19 miles per week.Among men and women in the ACLS, relative increases in maximal CR fitness and habitual physical activity are cross-sectionally associated with lower depressive symptomatology and greater emotional well-being. Prospective epidemiological studies and controlled clinical trials are needed to identify the minimal and optimal levels of physical activity and CR fitness associated with various mental health benefits in different segments of the general population.