Yes.. after my last severe episode, I got back into the gym..
My psychiatrist has advised me excercise for me is just as important as taking medications..
I went 5 weeks without going to gym, depression and suicidal thoughts came back.
Been back in gym 3 weeks no suicidal thoughts.

depression is a chemical imbalance in the brain,I am born with it,I walk everywhere everyday and workout with weights, bike, you name it more than the average person and eat well and still have it.Exercise does help for sure and is important but it deosnt stop you from getting depression.

When I’m depressed I can’t exercise but when I feel good I like to exercise and that makes me feel better about myself. Exercise is one way I have control of myself

I agree with most of the comments, but must also point out that it often happens that depression becomes a "comfort zone", especially when we don't want to do something. Then we "find it difficult" to drum up the energy to commit to something...

when I had my major depression episode I was exercising everyday walking doing weights and wham it just hit...so I disagree with exercise stopping it from happening. it did not help while I was in the midst of it either... it helps now to keep me motivated...