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The purpose of this prospective study, which is part of the Finnish Evergreen project, was to study depressive symptoms and positive self-esteem in different physical activity categories among men and women aged 65 and over during an eight-year period. Only subjects (N=663) who participated in both the baseline (1988) and the follow-up (1996) interviews were selected for the analyses. Depressive symptoms and positive self-esteem were assessed using a modified version of Beck’s 13-item scale (RBDI; Raitasalo, 1995). The intensity of physical activity was assessed on a seven-point scale ranging from the performance of necessary chores only to competitive sports. In addition, lifelong physical exercise was assessed by two questions. Number of chronic diseases and marital status were obtained from the participants themselves. Gender, lifelong physical exercise, intensity of physical activity and chronic diseases were associated with depressive symptoms and self-esteem. Physically active men and women and lifelong exercisers reported fewer depressive symptoms than their sedentary counterparts both at baseline and follow-up. The self-esteem scores were fairly similar among both sexes in the different categories of physical activity in both study years. The most active women had higher self-esteem scores than the more sedentary ones. Based upon these results, physical activity and lifelong physical exercise may prevent depressive symptoms and maintain positive self-esteem in older age. Positive measures should therefore be taken to support regular physical activity among older men and women.