Treating depression can be a financial burden on the health care system and time consuming; finding an alternative that may prevent or decrease the occurrence of depression may be better for adolescents. This study intended to estimate the prevalence of depression among pubertal school adolescent girls and to determine the difference between physically active pubertal girls and sedentary ones regarding the presence of depressive symptoms. It is a cross sectional study, done in 10th of Ramadan city, on 365 adolescent pubertal girls in 7-12 grades. The Short Moods and Feelings Questionnaire (SMFQ) was used to evaluate depressive symptoms and Godin Leisure-Time Exercise questionnaire for the assessment of self-reported leisure-time physical activity. This study revealed that the prevalence of depression in adolescent girls was (47.4%). Depression is significantly present among insufficiently active students (53.8%) with (COR 3.9, 95% CI 2.4-6.5) with (P<0.001). The percent of active students are significantly higher among those attending private schools (44.4%) (COR 3.7, 95% CI 2.1-6.8) versus (27.4%-28.2%) (COR 1.2, 95% CI 0.8-2.0 and 0.3, 95% CI 0.2-0.5) respectively in language governmental and in governmental schools with (P value<0.001). There is significant negative correlation between depression and leisure-time physical activity (r=-0.49, P<0.001). It was concluded that depression is inversely related to physical activity, so it’s a must to encourage all adolescents to be engaged in regular bases physical activity to avoid psychiatric troubles as depression that may occur in this age with hormonal changes of puberty.