Background: Due to the COVID-19 pandemic, Korean men are withdrawing from social interactions and feeling depressed due to financial difficulties. This depression can be reduced through physical activities and use of social media for communication. Therefore, this study aims to examine activities effective in reducing depression by analyzing the differences in physical activities and levels of social media addiction, depending on the level of depression. Methods: A total of 591 Korean males affected by the COVID-19 pandemic participated in the study. Results were extracted by frequency analysis, descriptive statistical analysis, chi-square test, and t-test using SPSS 25.0 (IBM Corp., Armonk, NY, USA). Results: Chi-square test, which analyzed differences in demographic characteristics based on the level of depression, revealed significant differences in monthly average family incomes, levels of participation in physical leisure activities, extent of social media usage and kinds of social media used. Significant differences existed in high-intensity physical activities as well as social media non-addiction and addiction depending on the level of depression. Conclusions: Since COVID-19 is increasing depression in males, government or health-related institutes need to provide spacious areas to engage in physical activities, which may help reduce suicidal ideation and restore mental health in Korean males. Moreover, there is a need to develop diverse health-related social media contents, which can help reduce depression. Thus, it has been thought that places to perform physical activities and sufficient communication with others on social media can prove helpful in managing depression.