In order to understand the current situation of college students’ tennis sports and its correlation with depression, and to establish an effective solution to prevent college students’ depression. In this paper, the whole-group sampling method was used, and a questionnaire survey was conducted among college students using the tennis sports questionnaire, the depression self-assessment scale, and the SCL-90 scale. And then analyzed the effect of tennis sports on depression status through a multilayer regression model, and made a relative assessment of the effect of mental health interventions. The p-value of the overall score of tennis exercise is less than 0.01, and the differences between those who played tennis for less than 20 minutes and more than 60 minutes, those who were very dissatisfied and very satisfied with the effect of tennis exercise and those who were dissatisfied and very satisfied with the effect of tennis exercise are statistically significant, which indicates that tennis exercise not only has an improvement effect on the depression status of college students, but also, with the improvement of the time of playing tennis exercise and the effect of tennis exercise, the depression status of college students is improved. The above results indicate that tennis not only has an improving effect on college students’ depression, but also that with the improvement of the duration of each tennis exercise and the effect of tennis exercise, the improvement of college students’ depression will be further optimized. After the intervention of tennis learning and teaching, the scores of students’ mood-related factors decreased, and the decrease of “anxiety” factor was the most significant (P<0.01), which indicated that tennis had a promoting effect on students’ physiological and psychological health. Therefore, increasing the duration of each tennis exercise and improving the effectiveness of tennis exercises have certain guiding significance for improving college students’ depressive mood and mental health.