Background Despite the positive effect of physical activity on reducing depressive symptoms among patients with coronary heart disease (CHD), the effect of physical activity on depressive symptoms is poorly understood. Aims To examine the mediating role of physical activity self-efficacy in the relationship between leisure-time physical activity and depressive symptoms in CHD patients. Methods This was a secondary data analysis study. A total of 593 CHD patients were included. Data on leisure-time physical activity, physical activity self-efficacy, and depressive symptoms were collected by validated questionnaires. Sociodemographic and clinical data were collected via patient interviews and medical records reviewing. The approach of Baron and Kenny was adopted to examine the mediating effect of physical activity self-efficacy on the association between leisure-time physical activity and depressive symptoms. Results On average, participants aged 56.9 (+/- 12.5) years old, with 66% male. Statistical analyses showed that leisure-time physical activity was significantly associated with depressive symptoms (beta = -0.041, p = .040) and physical activity self-efficacy (beta = 0.197, p = .001), and physical activity self-efficacy was significantly associated with depressive symptoms (beta = -0.223, p = .001) after adjusting for leisure-time physical activity. The indirect effect of leisure-time physical activity on depressive symptoms through physical activity self-efficacy was also significant (beta = -0.044, 95% confidence interval: -0.064, -0.027), suggesting a mediating role of physical activity self-efficacy on the relationship between leisure-time physical activity and depressive symptoms. Linking Evidence to Action Leisure-time physical activity is associated with reduced depressive symptoms among CHD patients, and this association is mediated by physical activity self-efficacy. This mediating model has important clinical implications, where integrating physical activity that is enjoyable and pleasant, and self-efficacy building elements in physical activity regimens should be considered, so as to improve psychological outcomes among CHD patients.