Physical activity can prevent depression, across all ages and around the world, a new study has found.

You may have heard before that exercise can help with mental health.

Now, a big international study has the numbers to show it can actually prevent depression from developing in the first place.

The international team included researchers from The Black Dog Institute, UNSW Sydney and Western Sydney University's NICM Health Research Institute.

They took data from 49 studies across the world, involving 266,939 people.

As Dr Joseph Firth from the University of Western Sydney explained, it is an exciting find.

"People who were sufficiently physically active were at 15 per cent reduced risk of developing depression," Dr Firth said.

"Fifteen per cent is a huge number of people given the amount of cases of depression."

The amount of exercise needed to experience a protective effect against depression is not known, but it isn't much, according to researcher Dr Joseph Firth. ( ABC News: Rhiannon Shine )

'The best type of exercise is the type you'll actually do'

Dr Firth says these are long-term studies over seven or eight years, so the protective aspect of exercise comes from keeping active over the long haul.

"It's not about going to the gym on time and have a tough session and doing something that you'll never do again," he said.

"It's more about finding the type of exercise that you know you can really enjoy, that can help keep you physically active on a regular basis."

Dr Firth said the minimum amount of exercise required to gain this benefit is not known, but it isn't very much.

He said 150 minutes per week was associated with a 22 per cent risk reduction of depression, but that less than that could also lead to some benefit.

Dr Firth emphasised that exercise needed to be enjoyed, and was not necessarily linked to great skill and competitiveness.

"We should be helping kids enjoy sports even outside a competitive environment, just to find things they enjoy doing," Dr Firth said.

The best kind of exercise is the kind you actually do, says one of the researchers from a recent study showing exercise can prevent depression. ( Unsplash: Noah Silliman )

He said while more support was needed to help with mental health issues, regular exercise was an easy change that individuals could self-manage.

"All the data suggests it could confer a massive protective effect and really improve the population health in terms of depression and other mental health conditions," he said.

How does exercise help?

During exercise, certain chemicals are released in the brain which act like antidepressants, Dr Firth explained.

And that can be protective if there are other stressful things happening in our lives that might otherwise cause depression.

"We believe that physical activity and the chemical release actually provide a buffer from this and make you more resilient to developing depression," he said.

Joel Thompson, who plays for Manly-Warringah in the National Rugby League, told the ABC's RN Drive program he noticed a difference in his mood in the off-season.

He said while exercise was a big part of his job, he also saw it as a way to spend time with his family.

"We've had a tough start to the year with football and the best thing for me is to get out there and exercise with my family and do stuff like that," he said.

It was a counsellor who suggested to Thompson that he use exercise as a coping strategy.

"It's been a big part of staying on top of things," Thompson said.

"If things get too much, I like going to the beach, going for a swim, or going for a walk with the kids — it's been really good for me."

The study shows people who are sufficiently active are at a 15 per cent reduced risk of developing depression. ( David Gray: Reuters )

As well as playing football, Thompson is also a mental health advocate whose family members have battled with mental illness, and who has lost a cousin to mental illness.

He said he was a big believer in the benefits of exercise in terms of mental health.

"Do something that you love and have fun," he said.

The findings coincide with the Black Dog Institute's Exercise Your Mood week, from April 30 to May 6, which encourages everyday Australians to improve their mental health through physical activity.