Physical activity has a positive effect in depression with respect to both preventing depressive episodes, and acute and long-term treatment of episodes that do occur. The physical training is beneficial when conducted parallel to customary treatment with drugs and therapy. Although many studies have methodological problems and there is still a shortage of long term-studies, there is scientific support for using physical training in the acute treatment of mild and moderate depression and as a means to reduce the risk of relapse. A preventive effect has been shown in epidemiological studies and long-term studies followed up to 10 years. Other health effects of physical activity activity are also of importance, as depression often covariates with physical diseases. Physical activity holds great benefit both for the individual and for society.