“In isolation, the most effective exercise modalities were walking or jogging, yoga, strength training, and dancing. Although walking or jogging were effective for both men and women, strength training was more effective for women, and yoga or qigong was more effective for men. Yoga was somewhat more effective among older adults, and strength training was more effective among younger people.

The benefits from exercise tended to be proportional to the intensity prescribed, with vigorous activity being better. Benefits were equally effective for different weekly doses, for people with different comorbidities, or for different baseline levels of depression …” Meta-Analysis Confirms the Therapeutic Potential of Exercise for Depression - LewRockwell