• anxiety;
  • depression;
  • eating disorders;
  • exercise;
  • meta-analysis;
  • treatment

Associations between exercise and mental well-being have been documented repeatedly over the last two decades. More recently, there has been application of exercise interventions to clinical populations diagnosed with depression, anxiety, and eating disorders with evidence of substantial benefit. Nonetheless, attention to the efficacy of exercise interventions in clinical settings has been notably absent in the psychosocial treatment literature, as have been calls for the integration of these methods within the clinical practice of psychologists. In this article, we provide a quantitative and qualitative review of these efficacy studies in clinical samples and discuss the potential mechanism of action of exercise interventions, with attention to both biological and psychosocial processes. The meta-analysis of 11 treatment outcome studies of individuals with depression yielded a very large combined effect size for the advantage of exercise over control conditions: g = 1.39 (95% CI: .89–1.88), corresponding to a d = 1.42 (95% CI: .92–1.93). Based on these findings, we encourage clinicians to consider the role of adjunctive exercise interventions in their clinical practice and we discuss issues concerning this integration.