In this article on the effect of physical activity on depression, data have been drawn from several meta-analyses, in particular, the latest Cochrane review entitled »Exercise for depression« published in 2013. The results show that physical activity can help prevent the onset and relapse of depression. Depressed people should be recommended aerobic or muscular strength training. There is clear evidence that physical activity alone is beneficial for the treatment of mild and moderate depression and can reduce symptoms of mild to moderate depression to the same extent as standard treatments (psychotherapy and antidepressant medication). Combining physical activity with these treatments may yield additional benefits. Individuals with depression should be recommended physical activity in adjunct to psychotherapy and medication.