Over the past decade, there has been a growing interest in exploring the relationships between physical activity, chronic diseases and severity of depression symptoms. Numerous studies have suggested potential correlations between these variables, emphasizing the importance of understanding their interplay for public health interventions and policy-making. This article aims to contribute to this field by conducting a comprehensive analysis of European data using big data methodologies and technologies to promote healthier lifestyles and address mental health challenges. This paper will delve into a large dataset spanning different European countries, examining how those factors vary across gender, age groups, and income quantiles. Existing papers and studies are analysed in the State of the Art, the materials and methods are explained in detail, the results will highlight any observed correlations or patterns among the variables studied. Subsequently, the discussion will critically evaluate these results, exploring their implications for public health policies.