<p>This study examined the association between group leisure physical exercise and depressive symptoms among older adults in China and Kazakhstan, tested the chain mediating roles of group identity and psychological resilience, and explored cross-cultural and demographic differences. A cross-sectional survey was conducted among 1,466 adults aged 65–84 years in China and Kazakhstan using measures of group leisure physical exercise, group identity, psychological resilience, and depressive symptoms. Structural equation modelling was used to examine the proposed sequential association model, and multi-group analyses were performed to compare cross-cultural and demographic differences. The measures showed good reliability and validity (overall Cronbach’s alpha = 0.891; KMO = 0.967). Confirmatory factor analysis indicated good model fit (CMIN/DF = 1.472, RMSEA = 0.018, CFI = 0.987). Group leisure physical exercise was negatively associated with depressive symptoms. Group identity and psychological resilience were involved in a significant sequential association pattern. Individualism-collectivism orientation positively moderated the association between group leisure physical exercise and group identity. Significant cross-cultural differences were found between China and Kazakhstan, and some demographic subgroups, including sex and health status, also showed path differences, whereas age and residence did not. Group leisure physical exercise was associated with lower levels of depressive symptoms among older adults. This association may be linked with the sequential involvement of group identity and psychological resilience and may vary according to individualism-collectivism orientation. These findings provide cross-cultural evidence relevant to the promotion of mental health among older adults in China and Kazakhstan.</p>