Depression is a very common neuropsychiatric disease. It is the result of the combination of congenital genetic factors and environmental factors, and has complex neurophysiological and pathological mechanisms. Life qualities of depressed patients are generally low, as severely depressed patients even have a tendency to commit suicide. At present, drug therapy is still the main means of depression treatment, but long-term medication will not only bring serious side effects, but also increase the economic burden of patients and reduce treatment compliance. In order to provide reference for the prevention and treatment of depression, this review focused on the effect of exercise intervention on depression and the relevant mechanisms,based on the introduction of the various inducing factors of depression. In the meanwhile, targeted exercise intervention protocols have also been summarized.