Depression is a common, recurrent disorder. There is a need for readily available treatments with few negative side effects, that demands little resources and that are effective both in the short- and long term. Our aim was to investigate the long-term effectiveness of two different interventions; physical exercise and internet-based cognitive behavioural therapy (internet-CBT), compared to usual care in patients with mild to moderate depression in a Swedish primary care setting. We performed a register-based 3-year follow-up study of participants in the randomized controlled trial REGASSA (n = 940) using healthcare utilization and dispensed medicines as outcomes. We found no difference between the three groups regarding of participants consulting healthcare due to mental illness or pain during follow-up. Regarding of consultations, there was no difference between the groups, except for consultations related to pain. For this outcome both treatment arms had significantly fewer consultations compared to usual care, during year 2-3, the risk ratio (RR) for physical exercise and internet-CBT was 0.64 (95% CI = 0.43-0.95) and 0.61 (95% CI = 0.41-0.90), respectively. A significantly lower proportion of patients in both treatment arms were dispensed hypnotics and sedatives year 2-3 compared to the usual care arm, RR for both physical exercise and internet-CBT was 0.72 (95% CI = 0.53-0.98). No other differences between the groups were found. In conclusion, considering long-term effects, both physical exercise and internet-CBT, being resource-efficient treatments, could be considered as appropriate additions for patients with mild to moderate depression in primary care settings. Trial registration: The original RCT was registered with the German Clinical Trial Register (DRKS study ID: DRKS00008745).