This study examined the relationships between changes in physical activity and depressive symptoms in adolescent girls. Participants were 277 urban adolescent girls. Physical activity was measured using the 3-Day Physical Activity Recall and depressive symptoms were assessed using questionnaire. Data were collected on three occasions over a 3-year period. The results of latent growth modelling indicated that initial level and change in physical activity was inversely associated with initial status and change in depressive symptoms The associations were independent of body mass index. Our results encourage the design of interventions that reduce depressive symptoms and increase physical activity of early adolescent girls. (Contains 1 table and 1 figure.)