Objectives: There is growing evidence regarding the efficacy of exercise as a treatment strategy for patients with depression. This paper summarises the benefits of both cardiovascular and resistance exercise for patients with depression. Design: A narrative review design was employed. Supporting literature for the individual and combined benefits of both modalities are presented. Studies comparing both modalities are then discussed. Results: The outcomes of the review indicate that there is evidence for the efficacy of both cardiovascular exercise and resistance exercise, either independently or combined, in the treatment of depression across the range of severity levels and age groups. Conclusion: Exercise interventions for the treatment of depression appear worthwhile and well tolerated. Exercise preference, access to resources and social support may shape the choice for the patient. The role of primary and allied health professionals in guiding this choice is discussed. Implications for clinical practice and further research are presented.