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Novel study designs using within-subject methodology and frequent and prospective measurements are required to unravel direction of causality and dynamic processes of behavior over time. The current study examined the effects of physical activity on affective state. A primary and within-study replication sample was derived from twin pairs. Female twins (n= 504) participated in an experience sampling method study at baseline. Positive and negative affective changes were examined before and following daily life increases in physical activity. Neuroticism was measured at baseline and depressive symptoms were assessed at baseline and at each of four follow-up assessments. Diagnoses, derived by Structured Clinical Interview for Diagnostic and Statistical Manual for Mental Health–IV axis I disorders,(APA, 1994) were obtained at baseline. A significant increase in positive affect (PA …