Both biological and emotional factors were likely to play a part in that, Suetani said.
"From a biological perspective, this may be because physical activity reduces inflammation which has been linked to depression in teenagers," he said.
"Physical activity also creates opportunities for increased social interaction and the development of social skills, while offering a good strategy for coping with stress. Other benefits include improved self-esteem which may help create resilience among those with higher levels of physical activity."
For law student Maysie Chan, 23, joining the Auckland Law School Running Club helped her develop new friendships and gave her joy and a sense of happiness which put her in a positive headspace.
"Before I started running, I prioritised my work, studies and responsibilities over physical exercise. This took a toll on my mental health because I wasn't looking after my overall mental and physical wellbeing," she said.
"Running showed me how my physical, mental and spiritual health are all interrelated. The mental resilience I build during my run to keep pushing through during the toughest moments are skills which have been very helpful during moments of stress or when I am feeling down.
"Running has given me a sense of achievement and faith in my own abilities which I had spent a long time trying to find elsewhere."
Now she is running the New York Marathon, her first marathon, to support the Mental Health Foundation and get people talking about the issue.
"I have seen many people around me suffering significant emotional distress alone and in silence. I wanted to share my own journey and experiences with my community to start an open conversation around mental health and challenge the stigma people feel about talking about these issues."
Massey University sports psychology lecturer Warrick Wood said he agreed physical activity and sport had a positive impact on mental health when it was in a supportive environment where people were encouraged to learn and grow.
Physical activity is known to increase dopamine and serotonin levels in the brain which makes people feel better while sport could also give young people the chance to cultivate leadership and confidence if the environment was right, he said.
Unfortunately, Wood said, sport could also have the opposite effect, particularly when it came to the highest levels of sport.
There, issues like injury, retirement, selection and the constant pressure to perform, could create high levels of anxiety and depression among athletes.
Mental Health Foundation chief executive Shaun Robinson said physical activity was one of the five ways to wellbeing promoted by the foundation.
It was about "moving your mood", he said.
"Even a small amount of physical activity on a regular basis will have a positive impact on a person's mood and mental-health wellbeing.
"It's not about being an athlete. Very small amounts of regular exercise can be very, very helpful."
Robinson said exercise was useful for prevention, management and recovery when it came to mental health. But, he stressed, there was no simple solution to reduce the number of suicides.
"Obviously reducing the risk of depression and anxiety is going to be beneficial but it's not going to be the magic bullet in terms of suicidality."
• The study will be presented at the Royal Australian and New Zealand College of Psychiatrists Annual Congress in Auckland later this month.
WHERE TO GET HELP:
If you are worried about your or someone else's mental health, the best place to get help is your GP or local mental health provider. However, if you or someone else is in danger or endangering others, call 111.
If you need to talk to someone, the following free helplines operate 24/7:
DEPRESSION HELPLINE: 0800 111 757
LIFELINE: 0800 543 354
NEED TO TALK? Call or text 1737
SAMARITANS: 0800 726 666
YOUTHLINE: 0800 376 633 or text 234
There are lots of places to get support. For others, click here
