Exercise has demonstrated moderate to large effect sizes for improving depressive symptoms, suggesting exercise may be an effective adjunct treatment [19–21, 38, 39]. Randomized clinical trials have also reported that exercise improves outcomes in treatment-resistant depression, depressed patients with a chronic medical illness, and women with antenatal depression [29, 40, 41]. Another trial randomized participants with MDD to group cognitive behavioral therapy plus home-based walking program or group cognitive behavioral therapy plus educational sessions. They found that the group cognitive behavioral therapy plus a walking program improved depression, anxiety, and stress more than the control group [24].