The relationship between physical activity time, openness and depression symptoms among adolescents is a cutting-edge research direction in the field, yet it remains unclear. This study is based on a sample of 7924 students from a nationally representative China Education Panel Survey database and examines the bidirectional relationships between physical activity time, openness and depression symptoms among Chinese adolescents. Descriptive analysis showed that during the 7th and 8th grades, the average physical activity time decreased to less than one hour per day, accompanied by a decreasing trend in openness and a slight worsening in depression symptoms. Correlation analysis showed a significant negative correlation between physical activity time and depression symptoms, a significant positive correlation between physical activity time and openness, and a significant negative correlation between depression symptoms and openness. The results from cross-lagged models indicated a bidirectional relationship between physical activity time and openness, with physical activity time significantly positively predicting openness in the following year and openness significantly positively predicting physical activity time in the following year. In addition, depression symptoms had a unidirectional negative predictive effect on openness. The conclusions provide empirical evidence for education administration and schools to promote the physical and mental health development of adolescents worldwide.