Depression is a common mental disorder in which patients often experience feelings of sadness, fatigue, loss of interest, and pleasure. Exercise is a widely used intervention for managing depression, but the specific molecular mechanisms underlying its antidepressant effect are unclear. In this narrative review, we aim to synthesize current knowledge on the molecular, neural, and physiological mechanisms through which exercise exerts its antidepressant effect and discuss the various exercise interventions used for managing depression. We conducted a narrative review of the literature on the topic of exercise and depression. Our review suggests that exercise impacts peripheral tryptophan metabolism, central inflammation, and brain-derived neurotrophic factors through the peroxisome proliferator-activated receptor γ activating factor 1α (PGC-1α) in skeletal muscles. The uncarboxylated osteocalcin facilitates “bone-brain crosstalk”, and exercise corrects atypical expression of brain-gut peptides, modulates cytokine production and neurotransmitter release, and regulates inflammatory pathways and microRNA expression. Aerobic exercise is recommended at frequencies of 3 to 5 times per week with medium to high intensity. Here we highlight the significant potential of exercise therapy in managing depression, supported by the molecular, neural, and physiological mechanisms underlying its antidepressant effect. Understanding the molecular pathways and neural mechanisms involved in exercise’s antidepressant effect opens new avenues for developing novel therapies for managing depression.

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