Although a causal direction between CRF and psychological difficulties cannot be established from cross-sectional findings, recent evidence has indicated a one-directional causal relationship for physical activity as a protective factor against depression among adults [
60]. High-intensity exercise is an important factor for high CRF [
18], hence results from the present study support a hypothesis suggesting that high-intensity exercise might be more favorable for mental health than low-intensity exercise. This is in accordance with the study by Parfitt, Pavey and Rowlands [
61], who found high-intensity exercise to be more favorable for mental health than light-intensity exercise, in a population of children. Furthermore, the meta-analysis by Ahn and Fedewa [
62] found high-intensity exercise RCT interventions to have the most effect on children’s mental health. On the other hand, Helgadóttir et al. [
63] concluded that low-intensity exercise was more effective on depression treatment than high-intensity exercise in an adult population. The low-intensity group exercised with yoga and this type of exercise may have a distinct relationship with mental health. However, the results should be treated with caution, because the intervention had low adherence and did not mention how this differed between exercise groups. Additionally, 12 months after the intervention, there were no significant differences between the low- and vigorous-exercise groups. The study by Helgadóttir et al. [
63] is incongruent with the previously mentioned studies, as well as what Bailey et al. [
64] suggested to treat depression in adolescents: “… aerobic-based activity of moderate-to-vigorous intensity.” It is also possible that intensity might not even be especially crucial, as long as CRF is improved. Shepherd et al. [
65] prescribed high-intensity interval training and moderate-intensity continuous training in two groups of inactive adults and both groups experienced increased CRF and improved mental health. Few studies have examined the causal relationship between increased CRF and improved mental health outcomes, but a recent longitudinal study by Rahman et al. [
66] showed that improved CRF predicted at least a 50% reduction in depression scores for adults. Ruggero et al. [
27] found that high CRF at baseline was associated with lower levels of depression a year later in adolescent girls and suggested that CRF might mediate the effect physical activity has on depression. This was supported by Eddolls et al. [
67] who concluded that CRF mediated the relationship between vigorous physical activity and mental health in adolescents, thus suggesting that physical activity interventions to treat depression may only be effective if they improve CRF.
Research on the potential explanatory mechanisms between muscular strength and mental health is scarce [
23]. There are, however, mechanisms that might explain the association between CRF and psychological difficulties. One example is the endocannabinoid system, which mediates high-intensity aerobic exercise effect on depression [
68]. Psychosocial mechanisms may also have had a mediating role in the present results: CRF is associated with team sports like football, handball and basketball [
69], which are important arenas for social relationships and can provide opportunities to improve self-esteem and body satisfaction [
12]. The topic of explanatory mechanisms between physical fitness and mental health outcomes requires more research, especially on adolescent populations, in order to fully understand the relationship between the relevant variables. Additionally, future studies need to examine how exercise at different intensities affects different mental health outcomes, and whether the results are influenced by increases in CRF. Such knowledge can be useful in efforts to prevent or treat mental disorders.