A single hour of exercise each week can help ward off symptoms of depression, a landmark study led by Australian researchers has found.

Just an hour of exercise a week can help ward off depression, a landmark study led by Australia's Black Dog Institute has found.

The international study has shown for the first time that even minor lifestyle changes can result in significant mental health benefits.

Researchers monitored the exercise habits and symptoms of both depression and anxiety among 33,908 Norwegian adults over 11 years.

People who did no exercise at all had a 44 per cent increased chance of developing depression, compared with those who were active for just one to two hours a week.

They also found 12 per cent of cases of depression could have been prevented if participants undertook just a single hour of exercise.

But the news wasn't so good for anxiety, with no association found between the level and intensity of exercise and the chances of developing that disorder.

The study's lead author says the findings are important given the rise of sedentary lifestyles and growing rates of depression worldwide.

In Australia, one million people suffer from depression but 20 per cent of the adult population does no regular exercise, and more than a third are active for less than 1.5 hours a week.

"We've known for some time that exercise has a role to play in treating symptoms of depression," says Associate Professor Samuel Harvey from Black Dog Institute and the University of NSW.

"But this is the first time we have been able to quantify the preventative potential of physical activity in terms of reducing future levels of depression."

Researchers are still trying to determine why exercise has a protective effect.

"But we believe it is from the combined impact of the various physical and social benefits of physical activity," Dr Harvey says.

The study involved researchers from Black Dog Institute, Kings College London, UNSW Sydney, Norwegian Institute of Public Health, University of Bergen (Norway), Nordland Hospital Trust (Norway) and the Arctic University of Norway.

It has just been published in the American Journal of Psychiatry.