Abstract Stress and depression can affect an individual’s level of physical activity and fitness, which may place them at risk of developing cardiovascular disease. This study investigates the longitudinal effects of stress and depression on physical activity and cardiorespiratory fitness among youth. Six hundred and seventy-six children, initially aged 8 years, from the LOOK study completed a modified version of the Children’s Depression Inventory, the Children’s Stress Questionnaire, and objective physical activity and cardiorespiratory fitness assessments on three occasions, every 4 years. Depressive symptoms had a direct effect (longitudinal) on the cardiorespiratory fitness of girls, with a similar trend for boys. In cross-sectional analyses, a child who identified with more symptoms of depression and stress was likely to be less fit and less physically active, which in girls extended to less moderate to-vigorous physical activity. Our findings, that both physical activity and fitness are impacted by depression and stress may contribute to strategies directed towards achieving enhanced physical activity and reductions in obesity.