Mobile Internet, Physical Exercise and Depression Levels: Mediating Mechanism and Empirical Examination

Mental health has become a central pillar of national health strategies worldwide, aligning with the World Health Organization’s (WHO) vision of “health for all.” Drawing on data from the 2020–2022 China Family Panel Studies (CFPS) and applying a two-way fixed-effects model, this study empirically examines the impact of mobile internet use on residents’ depression levels and explores the underlying behavioral transmission mechanisms. The results show that mobile internet use significantly reduces depressive symptoms, and the findings remain robust after addressing endogeneity concerns. Further analysis reveals that mobile internet use not only directly alleviates depression but also indirectly reduces depressive symptoms by increasing individuals’ frequency of physical exercise. Additional heterogeneity analyses indicate that the depression-reducing effect of mobile internet use is more pronounced among individuals with abnormal BMI, non-agricultural workers, and those lacking pension security. These findings suggest the need to strengthen functional digital inclusion, enhance psychological health interventions for key groups, and promote innovative models of health promotion driven by internet technologies.