This study investigates the bidirectional causal relationship between social/physical activity and Major Depressive Disorder (MDD) using a two-sample Mendelian Randomization (MR) analysis. The analysis included data on MDD, social activities, and physical activities from hundreds of thousands of individuals, along with information on obesity-related measures and brain imaging phenotypes. Results indicate bidirectional causal relationships between various activities and MDD, with inactivity increasing MDD risk (partially mediated by BMI or BFP and masked by certain brain imaging phenotypes), and MDD increasing the risk of inactivity. These findings contribute to understanding MDD and inform intervention/prevention strategies.