Context: Physical exercise (PE) is an effective treatment for depression, alone or as an adjunct. Objective: There is a lack of indicators regarding the frequency, intensity, duration, and type of physical exercise (PE). This study aims to synthesize and analyze the dose-effect of different PE protocols in adult subjects in the treatment of depression, based on the analysis of randomized controlled trials (RCTs). Data Sources: The search was conducted using Web of Science, PubMed, and Cochrane Library electronic databases. Study Selection: Studies with an exercise-based intervention published by December 31, 2021 were identified. RCTs and meta-analyses involving adults with depression were also included; 10 studies were selected, including a total of 956 subjects. Study Design: Systematic review and meta-analysis. Level of Evidence: Level 1. Results: Effect sizes were summarized using standardized mean differences (95% confidence interval) by effected randomized models. The results reinforce that exercise appears to be beneficial in improving depression among adults aged 18 to 65 years. Interventions lasting above 150 minutes per week of moderate intensity and group interventions seem to have a more significant effect on reducing depression. Studies have revealed that aerobic exercise, compared with resistance or flexibility, has a more positive effect on depression. Conclusion: PE can be a way to reduce depression and can be used as a possible adjunctive tool for pharmacological and/or alternative treatments. Considering the findings of this study, it is important that health professionals (eg, exercise physiologists, physicians, nurses, psychologists) promote the practice of PE as a complementary alternative and act early to prevent the worsening of depression. PROSPERO Registration Number: CRD42020188909