Depression is common neuropsychiatric disorder that affects 20% of the world's population. Despite the development of therapeutic approaches, existing treatment options have not reached full effectiveness. While depression is common, there is a growing interest in alternative treatments when treated with antidepressants or psychological therapy. Lifestyle changes, such as physical exercise, can have a major impact in preventing as well as treating depression. There is increasing evidence that physically active people have a reduced risk of becoming depressed and that exercise provides significant benefits in patients with mild to moderate depression as well as reducing anxiety. Studies have led to the suggestion that exercise may serve as an different or addition to traditional forms of therapy. This section will provide an overview of the effectiveness of exercise as a tool to prevent and treat depression.