In order to investigate the relationship between physical exercise and depression,1 516 college students were investigated by using physical activity rating scale-3(Pars-3),e-motion regulation strategy scale and HPQ-9 depression scale.The results showed that:(1)there was a significant negative correlation between physical exercise and depression;(2)cog-nitive reappraisal completely mediated the relationship between physical exercise and depres-sion;(3)gender regulates the first half of the pathway in the mediator model of physical ex-ercise-cognitive reappraisal-depression.The results suggest that physical exercise can improve the degree of depression of college students through the mediating role of cognitive reapprais-al,and the prediction of cognitive reappraisal of college students with different genders is also different.