There is a large body of literature which examines the mental health benefits of physical activity. In general, studies report an inverse, dose dependent relationship between leisure-time physical activity participation, and mental health outcomes. Studies also show a positive association between maximal aerobic capacity and general well-being. More recent studies have confirmed the positive effects of physical activity participation on cognition, including the treatment and prevention of dementia. The current exercise prescription suggested for the treatment of depression is similar to that recommended to the general population for the development and maintenance of cardiorespiratory fitness. There is also strong evidence from large population level studies that long term physical activity participation reduces the risk of future depressive illness. From the available evidence, it would appear that physical activity performed at a frequency, intensity, and duration which is substantially less than that required for the development and maintenance of cardiorespiratory and muscular fitness in the general population, may afford significant benefits in reducing the risk of future depressive illness. This may be particularly encouraging for people with prior depressive illness, or at high risk of future depressive illness, since this vulnerable population already faces significant barriers to physical activity participation over and above those encountered by the general population.