Individuals who exhibit high levels of neuroticism are more likely to experience depressive symptomology. Symptoms of depression generally emerge during adolescence, making it a critical time for the establishment of psychological well-being. Improved physical fitness may be associated with lower symptoms of depression. Therefore, the purpose of the current study was to examine the moderation effects of physical fitness variables on the relationship between neuroticism and depression during adolescence.Adolescents completed fitness assessments, including evaluations of cardiorespiratory fitness (CRF), muscular strength and endurance, and body composition. Additionally, participants responded to survey items assessing levels of neuroticism and depression. Separate hierarchical regression analyses were conducted to determine each fitness variable's moderation effect on the relationship between neuroticism and depression.Results of the regression analyses indicated that CRF was a statistically significant moderator among both boys and girls. Post hoc testing indicated that CRF demonstrated a meaningful moderation effect on the neuroticism-depression relationship.The findings of this study support the psychological health benefits associated with physical fitness. Specifically, the relationship between neuroticism and depression was weaker among those with higher levels of CRF. Promoting physical fitness may be exceptionally important for adolescents with higher levels of neuroticism.