Depression and anxiety are among the foremost mental health issues impacting human well-being, with their prevalence growing each year, particularly among students. Depression is the leading cause of mortality among those aged 15 to 24 years. These burdens highlight the need for effective prevention, intervention, and treatment measures, along with an examination of variables contributing to the development of depression. This research investigates the relationship between depressive symptoms, measured by the Patient Health Questionnaire (PHQ-9) and physical activity levels, assessed by the International Physical Activity Questionnaire (IPAQ), while also identifying predictors of depressive symptom scores based on physical activity, demographic characteristics, and psychosocial factors. A total of 220 foundation students from Universiti Malaysia Sabah were selected by random sampling and analyzed using RStudio and SPSS version 29. The results reveal that the total prevalence of depressive symptoms among students is 51.4%, with a notably greater percentage in females (57.1%) compared to males (37.9%). Physical activity does not exhibit a significant correlation with depressive symptoms in the entire sample or subgroups. Gender, total sleep duration, and problem difficulty are significant factors influencing depression symptoms. The study highlights the significance of considering factors beyond physical activity in the management of depressive symptoms among foundation students, emphasizing the necessity for targeted support strategies, especially for female students who exhibit greater vulnerability.