A small study involving 22 students with depression and 30 mentally healthy students had positive results from a program that combines mental training through meditation and physical training through aerobic exercise. After eight weeks, those with depression showed a nearly 40% reduction in depressive symptoms, and said they did not spend as much time worrying about negative situations taking place in their lives as they did before the study began. There were also changes in brain activity that may reflect better cognitive control.
Interestingly, those in the control group also reported fewer depressive symptoms.
The program involved two sessions a week, with each one having 30 minutes of focused attention meditation followed by 30 minutes of aerobic exercise. They were told that if their thoughts drifted to the past or the future they should refocus on their breathing - enabling those with depression to accept moment-to-moment changes in attention.
Alderman, B. L., Olson, R. L., Brush, C. J., & Shors, T. J. (2016). MAP training: combining meditation and aerobic exercise reduces depression and rumination while enhancing synchronized brain activity. Transl Psychiatry, 6, e726. Retrieved from http://dx.doi.org/10.1038/tp.2015.225