Introduction: depression and anxiety is one of the most relevant public health problems. The link between smoking and depression has been demonstrated. Regular physical activity (PA) could act as a protector against mental health diseases. Objectives: (1) to explore the prevalence of depression and anxiety in relation to sex and to the condition of smoker and ex-smoker, (2) to study the differences in prevalence proportions according to the frequency and level of PA, and (3) to calculate the probability of presenting depression or anxiety according to the frequency and level of PA. Methods: a cross-sectional study was conducted, based on data extracted from the 2014 and 2020 Spanish European Health Survey and the 2017 Spanish National Health Survey. The sample included 9524, 7813, and 9079 participants, respectively. Descriptive analysis was performed (comparisons using a Chi-square test and z-test for independent proportions). Probability odds ratios of anxiety and depression were calculated according to PA. Results: women had a higher prevalence of depression and anxiety than men (p < 0.001−0.003). Higher levels of prevalence were observed in inactive people versus very active or active people (p < 0.001). Inactive people had a higher risk of depression and anxiety compared to very active people. Conclusion: inactive smokers and ex-smokers had higher levels of prevalence of depression and anxiety than active and very active people. Physical inactivity could increase the risk of suffering these mental disorders in this population. This could affect women more than men.
Keywords: lifestyle; mental illness; risk factors; smoking.