Depression is a common and disabling disease that affects over 100 million people worldwide and can have a significant impact on physical and mental health, reducing their quality of life. Thus, the aim of this article was to provide information on research results and key chains related to the therapeutic effects of chronic aerobic exercise compared with other types of interventions to treat depression, which may become a useful clinical application in a near future. Researches have shown the effectiveness of alternative treatments, such as physical exercise, minimizing high financial costs and minimizing side effects. In this review, the data analyzed allows us to claim that alternative therapies, such as exercise, are effective on contro...