Exercise against depression

In 2010, Chris MacDonald completed a TV project entitled "Exercise against Depression" in collaboration with specialist in psychiatry, Christian Frøkjær Thomsen. A program that was produced by DR and was shown in the program series "Ha´ det Godt".
Does exercise have an effect?
Four brave participants were selected for the program, which ran over approx. five months. The purpose of the program was to focus on a taboo disease and also to investigate whether exercise potentially has an effect in relation to depression.
The four participants came under Chris MacDonald's wing and the four participants all experienced a clear improvement in their depression, as well as a reduction in their anti-depressant medication.