 Depression is a disorder that causes major harm to physical health and social life. It induces isolation, reduced physical and work capacity and increasing the risk of death. In contrast, exercise helps to maintain quality of life, also inducing improvement of cognitive functions, stimulation of brain plasticity and resilience, in addition to promoting self-esteem and social interaction. The precise mechanisms by which exercise improves symptoms of depression are not fully clear, but it is probably multifactorial. In this project, the investigators aim to investigate variables that provide additional information about biomarkers involved in the pathophysiology of depression and therapeutic response to exercise. The investigators expect to find changes in biomarkers associated with potential mechanisms of neuroprotection cytokines, markers of oxidative stress, Brain-derived neurotrophic factor BDNF, cortisol after exercise program and the role in the therapeutics of depression. To evaluate functional assessment indices will be used ergospirometry, a test that determines the respiratory, cardiovascular and metabolic activity. Overall, this project will help to investigate alternative adjunctive treatments for depression and their associated biomarkers with response. 