This study aims to explore the joint associations of physical activity and lifetime depression with all-cause and cause-specific mortality. The present study using data from UK Biobank, included 316568 participants aged 37 to 73 years recruited from 22 centers between 2006 and 2010. Total physical activity (TPA), moderate-to-vigorous physical activity (MVPA) and vigorous physical activity (VPA), assessed by metabolic equivalent task (MET) were used and Cox-proportional hazard models were performed in this study. The incidence rate of all-cause, CVD, and cancer mortality was 4.35(95%CI: 4.29-4.42), 0.69 (95%CI: 0.67-0.72), and 2.23 (95%CI: 2.19-2.28) per 1000 person-years after an average follow-up time of 12.49 years. Lower levels of TPA, MVPA, and VPA were all independently associated with elevated risk of all-cause and cancer mortality. Lifetime depression was significantly associated with increased risk of all-cause (HR=1.46, 95%CI: 1.40-1.52), CVD (HR=1.48, 95%CI: 1.33-1.64), and cancer mortality (HR=1.13, 95%CI: 1.06-1.21). Significant interactive effect of low levels of TPA, MVPA, and VPA and lifetime depression on all-cause mortality were found in this study. The risk of all-cause mortality associated with lifetime depression was deteriorated with low levels of physical activity. Relevant interventions for regular PA should be performed among depressed population.