Background: Major depressive disorder (MDD) is considered to be a chronic high-risk, recurring mental illness affecting individual's feelings, cognition, and behaviors. Exercise may be a promising target for the treatment of depression but the processes underlying this association between mood and exercise intervention are still poorly understood. Objective: The current work is designed for assessment of beneficial effects of moderate swimming exercise on behavior and neurochemical parameters in a restraint-stress rat model of depression. Materials and Methods: Depression was induced via placing rats in individually into a cylindrical, transparent restraint tube for 2 h/day for 3 weeks. Swimming exercise training was analyzed for its potential health benefits both before and after a period of chronic restraint stress. Results: restraint stress induced depression like behavior, increased corticosterone (p<0.001), MDA (p=0.001) as well as inflammatory markers and decreased hippocampal BDNF (p=0.001) and SOD (p<0.05). swimming exercise was able to prevent and improve these behavioral and biochemical abnormalities. Conclusions: exposure to chronic stress induced depression. Swimming exercise training, on the other hand, has a moderate benefit in reducing these damages if it is undertaken after the stress period. This impact, however, is amplified when swimming exercise is conducted prior to then in combination with restraint stress.