Treatment of bipolar disorder is prone to prolongation despite various treatments, including medication. The efficacy of exercise treatment (i.e., interventions involving physical exercise and sports intervention) for major depressive disorders has been reported for depressive symptoms, cognitive function, and sleep disturbances. However, its efficacy for bipolar disorder has yet to be established. We designed a randomized, controlled, double-blind clinical trial that includes 100 patients with bipolar disorder aged 20–65 years. This will be a cluster-randomized, two-group trial that will be conducted in ten psychiatric hospitals. The hospitals will be randomly assigned to an exercise intervention + treatment as usual (exercise) group or a placebo exercise intervention (stretching) + treatment as usual (control) group. Patients will be assessed using an extensive battery of clinical tests, physical parameters, sleep status, biological parameters (cytokines, neurotrophic factors), and genetic parameters (DNA and RNA) at baseline after a 6-week intervention period, at 10-week follow-up, and at 6-month follow-up. This innovative study may provide important evidence for the effectiveness of exercise in the treatment of bipolar depression based on clinical, biological, genetic, and physiological markers.