Lipophilicity of statins and the presence of cardiovascular conditions appeared to play a role in the trends in the odds ratio of depression (PHQ9 = 10) associated with `moderate intensity activity` over the duration of statin treatment. In 5182 women free of cardiovascular diseases and 661 women diagnosed with cardiovascular diseases, longer duration of lipophilic statins treatment was associated with higher odds ratios of depression (in comparing women who exercised at moderate intensity with women who did not), whereas longer duration of hydrophilic statin treatment did not alter the anti-depressive associations with `moderate intensity activity`. In women with CVD, using a lipophilic statin for over 550 days elevated the odds ratios of depression (PHQ9 = 10) associated with `moderate intensity activity` from 0.6 to 0.91. In women without CVD, the odds ratios of depression associated with `moderate intensity activity` rose from 0.6 to 0.89 among women who were using a lipophilic statin for over 800 days. In women taking a hydrophilic statin, odds ratios did not exhibit a trend with duration of use but rather fluctuated about OR=0.60 even after adjusting for the presence of cardiovascular disease. In women taking a hydrophilic statin, the odds ratios of depression associated with moderately intense physical activity remained relatively constant (between 0.68 and 0.57) as the duration of hydrophilic statin usage increased to two years and beyond, while adjusting for cardiovascular disease. Similar results were found in men.