Prospective, randomized, two-arm, parallel assignment. 150 individuals diagnosed with major depression disorder (MDD) according to DSM-IV-TR criteria, taking combined therapy in doses considered appropriate for at least 9 months, without showing clinical remission, defined as having an HAMD17 total score ≤ 7, attending the out-patient psychiatry clinic, were initially screened through an interview with a psychiatrist. Those meeting study criteria were randomized to one of two groups: control and aerobic exercise. The study protocol was approved by the Institutional Review Board. All participants provided written informed consent. Study protocol Exercise group: individuals were assigned moderate intensity exercise, in addition to their usual pharmacological therapy. Control group: individuals who were not assigned any exercise and remained taking their usual pharmacological therapy. Both groups maintained the pharmacological therapy unchanged during the 12 week study period. All participants were evaluated at baseline (time 0: before starting the physical activity program), and at 4, 8 and 12 weeks for depressive symptoms, functional assessment and Quality of Life.