Our aim was to test the potential moderating role of occupation type in the association between the domains of physical activity and depressive symptoms. We used data of 51,895 adults (44.8% women, 40.7 ± 13.3 years), currently employed, from the 2019 Brazilian National Health Survey. Depressive symptoms were assessed using the Patient Health Questionnaire-9 (PHQ-9). Self-reported physical activity (min/week) was assessed in four domains (i.e., leisure-time, transportation, occupational, and household). Type of occupation was characterized into five categories according to the International Standard Classification of Occupations: 1) Managers/qualified professionals, 2) Technicians/associate professionals, 3) Clerks/service workers, 4) Qualified manual workers, 5) Elementary manual workers. Age, ethnicity, educational level, income, and TV-viewing were used as covariates. Poisson regression was used for the analysis of association and moderation, through the inclusion of interaction terms. In the whole sample, leisure-time physical activity was associated with lower depressive symptoms, while transportation, occupational and household physical activity were associated with higher depressive symptoms. Type of occupation modified the association between leisure-time physical activity and depressive symptoms. That is, compared to managers/qualified professionals, leisure-time physical activity had larger associations with increased depressive symptoms in technicians/associate professionals (considering an increase of 100 min/wk of physical activity: unstandardized coefficient [B]:0.073, 95%CI:0.024; 0.121), qualified (B:0.067, 95%CI:0.025; 0.110) and elementary (B:0.065, 95%CI:0.016; 0.115) manual workers than among managers/qualified professionals. Stratified analyzes by occupation suggested that leisure-time physical activity was associated with lower depressive symptoms especially among managers/qualified professionals, while household physical activity and occupational physical activity were consistently associated with higher depressive symptoms across the different occupations. Transportation physical activity was associated with elevated depressive symptoms among clerks/service workers and qualified manual workers. The association between the domains of physical activity and depressive symptoms is dependent on the type of occupation. Future research exploring the association between domain-based physical activity and depression should account for the type of occupation.