Major depressive disorder (MDD) is a debilitating neuropsychiatric disease characterized by persistent bad mood, anhedonia, decreased interest, reduced energy, cognitive impairment, and sleep disorders. With the rising stress of modern life and work, the number of individuals suffering from mental illness is fast increasing. Indeed, those with a medical condition such as diabetes mellitus, stroke, cardiovascular disease, and cancer are more likely to experience depression than the general population and the risk of depression is multiplied several times higher in many of these patient categories. Exercise is physical activity that is organized, repeated, and purposeful with the goal of maintaining or enhancing one or more aspects of physical fitness. Interestingly, numerous epidemiological studies have shown that sedentary habits or lower levels of physical activity (PA) are linked to a higher risk of mental health problems. The main physiological and biochemical mechanisms through which exercise alleviates depression are yet to be elucidated. Therefore, greater investigations are required into the processes behind the antidepressant benefits of exercise. The relationship between exercise and inflammation has recently been clarified by the identification of myokines, or cytokines produced and released by skeletal muscle. A myokine called IL-6 was the first to be identified; it acts like a hormone and has impacts on other organs. Although IL-6 is regarded as a pro-inflammatory cytokine, research also shows that IL-6 produces an increase in anti-inflammatory cytokines like IL-10 and decreases the production of other pro-inflammatory cytokines like TNF