According to the Global Burden of Disease Study , Moderate Major Depressive Dissorder is second in ranking for diseases which cause premature death or disability .The first on their list is Ischemic heart disease . There is no question that there is effective treatments out there for depression , anti depressant drugs being one of them .However anti depressants are not for everyone to the extent that in extreme cases they can be responsible for causing suicide in some users (Hans Jurgen Moller 2006).It has also been found that the majority of people suffering from MDD do not actively source help and this could be for a number of reasons, such as they are scared of being labelled by society .They may also be in denial of their condition .For what ever reason, only 23 percent of those diagnosed with MDD seek treatment , the remainder of the population do not .So the question in hand is what can we recommend to self medicate those suffering from MDD who do not want to seek formal treatment . . .
Exercise is an answer according to a study by (Andrea L Dunn et al 2003),the study found that exercise is proven to reduce the symptoms of MDD .The researchers ran a 2×2 factorial design with a placebo control group ,to monitor the effects exercise had on participants ratings on the Hamilton Rating Scale for Depression , known as the H.R.S.D .The study used participants aged 18-45 who had scored moderatly to severly on the H.R.S.D scale.The participants were randomly allocated to one of four exercise groups , the four groups differentiated in the intensity and frequency of exercise they did , ranging from low level exercise to frequent high intensity exercise .The participants exercised on their own in a lab to control for confounding extraneous variables such as : an increase in mood as a result of social interaction and not as a result of the type and length of exercise they were doing .The primary outcome measure was the change in the levels derived from the H.R.S.D scale , these measurements were monitored from baseline to 12 weeks .The study reported that the public health advised dose of exercise is an effective mono treatment for that of moderte M.D.D .As those in the high intensity exercise group reported a 50 percent reduction in Baseline H.R.S.D. However when one looks at the conclusions drawn from the study described above, it is hard not to find fault . Firstly i feel this study suffers very much from interpretter bias in regards to the conclusions drawn , it only stated how effective the high intensity exercise was on reducing the levels of depression on the H.R.S.D scale , it did not include the success level of the remaining three groups which begs the question was their any change in those groups .The second thought is that within this experiment it would have been virtually impossible and not to mention unethical for the researcher to have controlled for confounding variables because of the nature of what they were measuring (depression) and its complexities.The study was highly controlled in the sense that exercise was performed in the lab ,however the study could not control for other variables which will have occurred outside of the lab settings. These unknown confounding variables presumably made a massive impact on the dependent variable and because of these confounding variables it is very hard to identify a direction of influence. factors which could have influenced the dependent variable are : were the participants on medication of any kind such as antidepressants (the study dosent include information about this ), were the participants starting or ending any personal relationships, were the partcipants taking on any new experiences (activities ,hobbies ) which were unrelated to exercise but could have potentially effected mood ? All of these factors could have effected their H.R.S.D reading and so the grand conclusion that exercise is a monotreatment for M.D.D is really very naive and reductionist . The experiment used a participant sample of 80 , this is a relatively small sample to draw inferential statistics from , also were the sample biased in any way ,this is in regards to the researchers sampling method ,were they all from the same town ? what was the distribution of ages were they grouped around a certain age e.t.c ? As factors like this would have greatly effected the external validity ,David Sears (1986) reviewed the concept of age in relation to psychological processes and found age to have a robust effect .But what i find most alarming about this study is the claims and glorification of exercise.The concept that exercise is a proven mono treatment for those suffering with moderate to severe M.D.D is a very reductionist and potentially dangerous claim . Exercise should be recommended to those who are healthy enough to carry it out and used as a factor of a holistic recovery program ,but i believe that it is wrong to call it a mono treatment, in fact i believe it is wrong to call anything a mono treatment . Thus bringing into question of where the backing and funding of this research came and to who it is actually benefiting .What i mean by this is if the funding came from a company involved in the fitness business looking to extend their client bases ,then really it is a very biased report. Take a look at the following link and tell me what you think about the nature of this report.In conclusion there really is no question about the science behind exercise and the effect it has on the brain , however i do not believe that it is the don when it comes to treating such complex conditions like depression. 
Exercise Treatment for Depression
Efficacy and Dose Response
Andrea L. Dunn, PhD, Madhukar H. Trivedi, MD, James B. Kampert, PhD, Camillia G. Clark, PhD,
Heather O. Chambliss, PhD
David Sears (1986)
(Hans Jurgen Moller 2006)
estherroseburt 
There have been many studies showing the benefits of exercise on people suffering from depression. This would be as depressed people have been found to be less fit than normal people and active people have a lower chance of being depressed. (Martinsen, 2005) However, while exercise has been known to help people suffering from depression, it is important to ensure ones safety especially if the person is extremely unfit. (Artal & Sherman, 1998) As you mentioned, through the effects of exercise on depression has been shown, I feel that exercise may not work for everyone. This may be due to factors outsides ones control such has having fragile limbs. As such, though such a method of treatment can be supported, we would not totally Avoca date exercise by itself as a treatment but rather, ensure that the more traditional means of helping depression be used as well along with exercise. Moreover, though you felt that having 80 participants between 20 & 45 yrs is not enough, I feel that it is quite a large sample. However, more research can be done on younger and younger age groups as well to see if exercise can help them especially as the younger generation would be more physically active already, thus showing that exercise may not affect depression as most studies actually show.
Tracy Yang
Artal, M., & Sherman, C. (1998) Exercise Against Depression. [Abstract]. Physician and Sportsmedicine, 26(10), 55-60.
Martinsen, E. W. (2005) Exercise and Depression. [Abstract]. International Journal of Sport and Exercise Psychology, 3(4), 469-483.
Exercise should be considered a treatment for Depression, but as an additional treatment to other clinical therapies. Martinsen, Medhus, and Sanvik (1985) found that after just 9 weeks from baseline (using single subject design) there was a significant change in people diagnosed with depression, who participated in aerobic activities, as an additional treatment to occupational or psychotherapy. Later investigation of this study discovered people diagnosed with depression continued a year later with regular exercise, resulting in fewer depression symptoms.
This further reinforces that exercise is truely beneficial to the treatment of people diagnosed with depression. The NHS have also labelled it as a form of treatment which is now prescribed to patients.
References
Martinsen, E.W., Medhus, A., & Sandvik L. (1985). Effects of aerobic exercise on depression: a controlled study. Br Med J (ClinRes Ed) 291:109.
Exercise has been shown to be a good treatment for depression. Firstly, there could be a link between being depressed and not exercising enough. It is known that more active people are less likely to suffer from depression, so exercise would seem to be an obvious answer especially as anti-depressants have the risk of making people worse, or addicted.
Greer and Trivedi found that several of the most recent meta-analysis were conducted on adults, older adults and the young. All the results have come to the same conclusion; exercise is good for depression, however some methodological issues have made it difficult for us to see exactly how efficient it is.
http://en61.tribalwars.net/public_report/8004cc7590161e0f4b067e517b11c78a
An interesting blog about exercise as a treatment for depression. There were many issues with the study that was conducted as you have mentioned. However, the use of three conditions, varying from the limited amounts of exercise to quite strenuous exercise enabled there to be controls between each of the groups. The expectation would be that as the groups grew in intensity a negative correlation should exist between the amount of exercise taken and the number on the Hamilton Rating Scale for Depression. In order for this particular experiment to be more regulated the participants would have to be in tighter controls and for the exercise to take place for a set duration, to ensure sure that no other variable could interfere with the reduction of depression. Furthermore, the H.R.S.D scale may not be an accurate and reliable way of measuring somebody’s depression because it is based solely on subjective interpretations. The problem with this is that it is that the illness is deeply based on someone else’s view. As well as this, the term ‘treatment’ may need to be operationalized in order to have a simple definition of what it means. Quite often during treatment relapse occurs so in this situation would this be classed as treated? Exercise may only reduce the symptoms of depression, but may not treat it altogether.
However, there is other evidence to support exercise as a treatment for depression. It has been found that exercise can stimulate biological reactions to maintain stress levels. Neurotransmitters called endorphins are activated when exercising. The role of such biological reactions is to relieve pain and reduce stress levels. It has been found that exercising increases endorphin levels, which may explain why depression may be reduced by exercising (Dai et al 2005).
Furthermore, according to many Freudian theories it is believed that something called Psychic energy can build up internally, which can cause many problems until it is discharged. However, it was found that exercise (carthasis) is a stress reducer because it transfers this Psychic energy. Therefore, more exercise would reduce problems.
I agree that there are many confounding variable to contend with in this study and as you mentioned by controlling those in a laboratory setting the researcher takes away the ecological validity of the results. Exercising in a normal gym or in public generally is something that all participants would need to be comfortable with or at least be able to cope with in order for them to continue this form of treatment in everyday life. If this meant that there was a decrease in the effectiveness of exercise then the treatment may cause more problems than it solves. I say this from the viewpoint of trying to find a treatment for those who do not want professional help. For the huge number of sufferers who do not want to be stigmatised with the diagnosis of depression a treatment like exercise is very subtle and onlookers would not suspect what the true aim of training was. It is also useful as it is easily possible to introduce the treatments through brief interventions during a visit to A&E or other health setting. The theory does have numerous positive aspects however, as I have alluded to, it is necessary for further studies to be conducted in order for the treatment to become credible.
Furthermore, it is unclear whether those with varying levels of depression were distributed evenly through the groups. For example if the majority of the less severe cases were in the most intense group it may transpire that exercise is not affective on severe cases.
Could some part of this effect be due to the good thoughts that exercise has on the participants. they may be depressed for reasons such as low self esteem- giving them an exercise programme may make them more confident as it is a achievement and has rewards such as losing weight. Other reasons could be the study was something positive they were doing to improve their life and got them out of the house. this may raise their self confidence and cause them to start to feel a bit better. Endorphins are released during exercise, making your mood better overall. A study compared the effectiveness of antidepressants and exercise, with 3 groups. One group took antidepressants, another just did regular exercise and another did both. All 3 groups showed an improvement. However issues with exercise are shown by this- the group doing just exercise took alot longer to improve than those taking antidepressants. Also out of the confines of a study it may be quite hard to start a exercise regime and stick to it, as depressed people lack motivation.I think exercise is a good intervention when drugs are not working or the person is not willing to use drug treatment, but the exercise programme should be monitored and the patients encouraged to stick with it as they are likely to give up if it is self enforced and they find it difficult.
Blumenthal JA, Babyak MA, Moore KA; et al. Effects of exercise training on older patients with major depression. Arch Intern Med. 1999;159(19):2349-2356
Cross-sectional studies have consistently associated high self-reported levels of habitual physical activity with better mental health. As well as a correlation of habitual exercise levels with low depression. However, simultaneously measuring exercise habits and mood or depression in cross-sectional survey is inherently ambiguous about cause and effect. Prospective longitudinal studies are necessary to further characterize the association of physical activity and mental disorders. To date, these studies are rare and at least in part, prospective longitudinal studies support results and hypothesis derived from cross-sectional studies. There have also been some issues with past studies regarding the link between exercise and depression or other mental disorders. One example would be the lack of control for the mental disorder upon study entry, hence reducing the validity of the data analysis outcome.
Strohle, A. (2009). Physical activity, exercise, depression and anxiety disorders. Journal of Neural Transmission, 116(6), 777-784
The study of Dimeo, Bauer, Varahram, Proest & Halter (2001), evaluated the short term effects of exercise on patients (n = 12) with moderate to severe major depression. The results indicate a clinically relevant and statistically significant reduction in HRSD scores. In addition, a reduction on the HAMD correlated significantly with changes in the self assessment scores (r = 0.66, p = 0.01). I do agree that exercise as a mono treatment might not be enough, but as antidepressive drugs have latency times of two to four weeks, a clinical benefit not obtainable with currently available pharmacological treatments, aerobic training could offer a supporting role.
How often and intensely exercise is needed to alleviate depression is not clear, but it can be concluded based on evidence available that regular exercise can improve mood in people with mild to moderate depression.
References
Dimeo, F., Bauer, M., Varahram, I., Proest, G. & Halter, U. (2001). Benefits from aerobic exercise in patients with major depression: a pilot study. British Journal of Sports Medicine, 35, 114-117. doi:10.1136/bjsm.35.2.114