Emerging literature has begun to investigate the role of technology in public health. Yet, a minimal amount is understood about whether, how, and why digital games, notably mobile games, might affect mental health, particularly depression. In this work, we examine the effect of location-based mobile gaming on local depression trends. We measure population-level depression using a well-established mechanism from the medical and public health literature, internet search of depression-related terms. We argue that the introduction of Pokémon Go, a mobile game that encourages outdoor physical activity, face-to-face socialization, and exposure to nature, may alleviate non-clinical forms of mild depression for users playing the game. To identify the effect, we employ a difference-in-differences approach to exploit the staggered release of Pokémon Go into 166 regions in 12 English-speaking countries. We empirically document a disproportionate decrease in depression-related search in those regions where users are able to play Pokémon Go. This finding lends credence to anecdotal claims that location-based mobile games may alleviate symptoms of depression of their users, underscoring the mental health opportunities of location-based mobile gaming and creating new opportunities for information systems research.