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To evaluate the relationship between depressive symptoms and physical activity in a geographically and ethnically diverse sample of sixth-grade adolescent girls.The Trial of Activity for Adolescent Girls (TAAG) baseline measurement included a random sample (N = 1721) of sixth-grade girls in 36 schools at six field sites. Measurements were accelerometry and the 3-d Physical Activity Recall (3DPAR) for physical activity, and the Center for Epidemiological Studies-Depression scale (CES-D) for depressive symptoms.Girls with complete data (N = 1397), mean age 12 yr, had an average CES-D score of 14.7 (SD = 9.25) and engaged in an average of about 460 min of sedentary activity, < 24 min of moderate to vigorous physical activity (MVPA), and < 6 min of vigorous physical activity (VPA) in an 18-h day. Thirty-minute segments of MVPA ranged in number from 3.9 to 1.2, and METS for these segments ranged from > 3.0 to > 6.5. Mixed-model regression indicated no relationship between depressive symptoms and physical activity; however, a significant but modest inverse relationship between sedentary activity and depressive symptoms was observed.A sufficient sample size, standardized procedures, and validated instruments characterized this study; however, a relationship between depressive symptoms and physical activity was not observed for sixth-grade girls from diverse geographic locations. The average CES-D score was lower than is considered clinically meaningful for either adolescents or adults, and MET-minutes of sedentary activity were high. This combination of data may be different from other studies and could have contributed to the unexpected finding. This unexpected finding is informative, however, because it shows the need for additional research that includes a wider range of possible combinations of data, especially with young adolescent girls.