Depression is an issue that faces humanity. It carries a high suicide rate as well as a very high morbidity rate. Combating depression is a deed that is bestowed upon metal health workers. A plethora of approaches to depression exist. Many of them being pharmaceutical in nature. The authors of this paper understand that these options are not always available to everyone and, ergo, decided to conduct a review article which explores the effects of exercise on depression. This research has showed that physical activity has significant positive effects on mental health in general (namely, depression and anxiety). This effect seems rather comparable to that of SSRIs. This is of importance as it illustrates the need for the immediate implementation of physical activity in their treatment modules to combat depression in our mental health institutes.