This project thesis studies the general effects of physical activity on the human body including the nervous system and the hormone systems. Furthermore the relationship between physical activity and depression is studied and if it is possible to treat depression with physical activity. A literature study has been conducted to answer the questions. The relationship between physical activity and depression has been studied in a large number of studies. The thesis is mostly based on the results of recent systematic review articles. Searches for review articles were made in McMaster PLUS, PubMed and the Cochrane Library. The results show that physical activity has several positive effects on the human body. Physical activity improves cognition, mood and physical capacity and reduces the risk for a number of diseases and premature death. Regarding depression the present state of evidence indicate that systematic physical activity has a positive effect on depressed people comparable with other established treatment alternatives. The reasons behind the positive effect in reducing depression symptoms are not fully understood and include probably many different factors including physiological and neurobiological mechanisms. The effect might also partly be explained by a systematic, empathic attempt to help suffering patients. Systematic physical activity is a cheap intervention alternative with few side effects. It is recommended as a means to increase the public health in general. This thesis has shown that regular physical activity also has a role in the treatment of depressed patients.