AbstractBackgroundWhile headache disorders are linked to low physical activity levels, the impact of depression on this relationship is unclear.ObjectiveTo assess how single and comorbid diagnoses of migraine and tension‐type headache (TTH) interact with depression and leisure‐time physical activity (LTPA) levels in The Brazilian Longitudinal Study of Adult Health (ELSA‐Brasil).MethodsIn this cross‐sectional analysis based on the ELSA‐Brasil baseline data, the relationship of migraine, TTH (both assessed with the International Classification of Headache Disorders, Second Edition), and depression (assessed with the Clinical Interview Schedule–Revised) with LTPA levels (International Physical Activity Questionnaire) was investigated by employing linear regression models. Models were adjusted for sociodemographic, lifestyle, and clinical covariates, and interaction terms were created to examine additive effects of comorbid conditions.ResultsAmong 14,088 participants, 54.4% (7668/14,088) were female, prevalence rates were: TTH = 39.6% (5573/14,088), migraine = 27.0% (3806/14,088), depression = 0.7% (94/14,088), depression + TTH = 1.1% (148/14,088), and depression + migraine = 2.5% (356/14,088). The mean (standard deviation) LTPA levels across the groups were: no headache + no depression = 148.7 (183.0) min/week, TTH = 133.5 (170.1) min/week, migraine = 110.3 (154.8) min/week, depression = 76.5 (146.3) min/week, depression + TTH = 84.5 (127.7) min/week, and depression + migraine = 64.3 (123.2) min/week. Negative associations were found for depression (β = −55.1, 95% confidence interval [CI] −93.6 to −17.0; p = 0.005), migraine (β = −24.7, 95% CI −33.2 to −15.4; p < 0.001), and TTH (β = −15.5, 95% CI −23.1 to −7.6; p < 0.001) with LTPA. No interaction effect was observed for depression + TTH (β = 36.0, 95% CI −12.6 to 84.6; p = 0.147) and depression + migraine (β = 31.7, 95% CI −11.3 to 74.7; p = 0.149), indicating no additive effect of comorbid conditions on LTPA levels. After adjusting for headache attack frequency, only depression + migraine remained negatively associated with LTPA (β = −38.7, 95% CI −71.6 to −5.8; p = 0.021).ConclusionsHeadache disorders and depression were independently and inversely associated with LTPA, with the strongest effects seen in depression alone or comorbid with migraine.