S1 Dataset.

While the positive correlation between physical exercise and depression has been widely replicated in cross-sectional research, the prognostic value of subjective exercise experience for depression continues to be disputed, and the mediating processes are not well understood. This study aims to elucidate the predictive role of subjective exercise experience in depression and examine the chain mediating effects of sleep quality and fatigue. We administered validated self-report questionnaires to assess these constructs in a sample of 538 Chinese high school students. The results demonstrated that adolescents’ depressive symptoms are influenced by subjective exercise experience, and this effect mediated through two independent pathways: sleep quality and fatigue. Moreover, subjective exercise experience can predict adolescent depression via either the sleep quality pathway or the fatigue pathway. The identification of mediating dual pathways provides empirical support for developing targeted exercise interventions that specifically address sleep disturbances and fatigue management in depressed adolescents.