BACKGROUND: Physical activities are widely implemented for non-pharmacological intervention to alleviate depressive symptoms. However, there is little evidence supporting their genotype-specific effectiveness in reducing the risk of self-harm in patients with depression. AIMS: To assess the associations between physical activity and self-harm behaviour and determine the recommended level of physical activity across the genotypes. METHOD: We developed the bidirectional analytical model to investigate the genotype-specific effectiveness on UK Biobank. After the genetic stratification of the depression phenotype cohort using hierarchical clustering, multivariable logistic regression models and Cox proportional hazards models were built to investigate the associations between physical activity and the risk of self-harm behaviour. RESULTS: A total of 28 923 subjects with depression phenotypes were included in the study. In retrospective cohort analysis, the moderate and highly active groups were at lower risk of self-harm behaviour. In the followed prospective cohort analysis, light-intensity physical activity was associated with a lower risk of hospitalisations due to self-harm behaviour in one genetic cluster (adjusted hazard ratio, 0.28 [95% CI, 0.08-0.96]), which was distinguished by three genetic variants: rs1432639, rs4543289 and rs11209948. Compliance with the guideline-level moderate-to-vigorous physical activities was not significantly related to the risk of self-harm behaviour. CONCLUSIONS: A genotype-specific dose of light-intensity physical activity reduces the risk of self-harm by around a fourth in depressive patients.