Patients with major depression are affected by a heterogeneous manifestation and severity of the disease, which is also reflected in a reduced motor performance. Under this prospective randomized controlled study, 28 patients (age 49.5 ± 10.8 years; weight 74.2 ± 13.4 kg, height 171.4 ± 12.4 cm, body mass index 25.2 ± 3.5 kg/m2) were assigned to a control or exercise group. The exercise therapy was four times a week, each sixty minutes in addition to regular treatment during the length of hospital stay. At the beginning and end of the hospital stay, physiological parameters of energy metabolism were collected by means of ergometry. In both groups the BDI showed a significant reduction (t-test, p<0.05). Heart Ratemax, Lactatemax and maximum oxygen consumption showed only underlying changes (p>0.05). Despite the positive influence on depressive symptoms, the performance of the energy metabolism has only tended to improve in terms of economizing against physical stress. Since the effects are not been final to clarify, further studies are necessary on physiological parameters of energy metabolism in larger patient groups.