Exercise in Treatment Resistant Depression (TRD): A Feasibility Study

Inclusion Criteria: * Being sedentary (exercising less than 3 times/week for \> 20 minutes at moderate/vigorous intensity for each bout) * Ability to come for supervised exercises up to 5 days/week. * On stable doses of medication or psychotherapy (within last 1 month) for underlying depression and willingness to continue on stable dose or therapy schedule during active phase of study participation, with the exception of during acute exacerbation of symptoms of psychiatric illness. * Being able to read, understand, and provide written informed consent. Exclusion Criteria: * DSM-IV TR Axis I diagnosis of bipolar disorder, schizophrenia or schizophrenia spectrum disorder, or substance or alcohol abuse/dependence disorder (except nicotine dependence) in the past 12 months. Patients with current primary anxiety disorder will also be excluded. * Behavioral or personality disturbances, which may significantly interfere with study participation. * Evidence of acute suicidal risk. * Medical contraindication for physical exercise (significant orthopedic or cardiopulmonary disorder) that would prevent regular aerobic exercise. The American College of Sports Medicine criteria for risk stratification will be used and where indicated medical clearance for exercise will be obtained through the subject's primary care physician. * Pregnancy.