Searches on PubMed, EMBASE, Sportdiscus, and Web of science resulted in 592 potentially relevant studies. Preprint databases identified additional 572 potentially relevant studies. A flow-chart of the selection process is provided in figure 1. Of the identified studies, 21 studies meet the criteria [9, 23-34, 5, 35-37, 6, 38-40]. Four studies had a prospective longitudinal design [26, 29, 39, 36], one was a cross-sectional study with a retrospective measure of the exposure factor (henceforth treated as retrospective) , and 16 were cross-sectional studies [9, 23-25, 27, 29-35, 37, 6, 38, 40, 28, 41]. A total of 7 studies were conducted in Asia [24, 25, 27, 30, 33, 39, 40], 6 in Europe [9, 26, 31, 32, 35, 36], 3 in South America [28, 29, 6], 3 in North America [23, 34, 5], one in Oceania  and one study included a multinational sample .
Data form a total of 42,293 (median = 68% of women) participants were included. Only one study was exclusively composed by older adults (over 50 years), 4 were in children, adolescents, or young adults, while 13 studies were in adults (over 18). Only 7 studies used validated measures to assess PA levels. A wide range of scales to measure depression or anxiety were used, the most used scales being the Beck Depression and Anxiety inventory and the DASS-21. Most studies (n=14) were not per-reviewed (pre-prints). A summary of studies is provided in Table 1.
Results are summarized and presented in table 2. Out of 9 studies reporting analyses on the association between the overall volume of PA and depression, 6 studies showed that more PA is significantly associated with less depression symptoms [23, 25, 32, 33, 35, 37], and 3 out of 8 studies investigating the association between the overall volume of PA and anxiety symptoms showed that more PA is significantly associated with less anxiety symptoms [25, 32, 35]. 3 out of 5 studies reported higher frequencies of PA to be significantly associated with less depression [27, 29, 36] and 2 out of 4 studies to be significantly associated with less anxiety [27, 29]. One study showed that vigorous but not moderate PA is significantly associated with less depression and anxiety symptoms  and another study indicated that light and vigorous PA is significantly correlated with less depression, but moderate intensity was not . Out of 5 studies assessing an association between regular and guideline-consistent PA less depression and anxiety symptoms, two studies demonstrate that regular PA (compared to not regular) is significantly associated with less depression and anxiety symptoms [27, 30] and 1 study demonstrated that guideline conforming moderate to vigorous PA is associated with lower odds of depression and anxiety . 5 out of 6 studies showed that a decreasing PA during the pandemic was significantly associated with more depression symptoms [9, 27, 5, 38, 40] and 3 out of 6 studies showed that a decrease in PA was significantly associated with more anxiety symptoms [9, 27, 38]. 1 study reported that an increase in PA was associated with less depressive symptoms .
The risk of bias of individual studies is presented in table 2. All studies clearly defined their research questions and used valid tools to assess main outcomes. Among the cross-sectional studies, 11 (68.75%) studies did not report the participation rate or included less than 50% of eligible participants, and 13 (81.25%) did not use valid tools to assess the exposure measure. A total of 3 out of 5 (60%) longitudinal studies are in risk of bias in the evaluating the definition of the study population, the participation rate, the validity of the exposure measure and in the retention of the sample.