Submitted in partial fulfilment of the requirements for the degree of Master of Arts (Clinical Psychology) in the Department of Psychology University of Zululand, 2005. / There is an increasing international need for additional interventions to be established that prevent mental illness and promote mental health. This study set out to investigate the impact of exercise as a treatment option for depression and low levels of psychological well-being over a two-month period. A comprehensive literature review examining previous studies using exercise as a treatment approach for depression and psychological well-being formed a foundation from which this study could be based. The design of this study used both a quantitative and qualitative approach. Data was collected through standardized questionnaires and completed pre and post-test by forty participants randomly assigned to an experimental and control group. Additional data was attained through two open-ended questions given to participants in the experimental group. The quantitative results were not statistically significant however did indicate clear trends towards positive changes in certain variables. These results in conjunction with the qualitative findings suggested that exercise does have a positive impact on depression and psychological well-being.