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Background: Exercise is increasingly recognised as an efficacious intervention for major depressive disorder (MDD) but to our knowledge differential treatment effects on depressive symptom profiles (cognitive, somatic and affective) and associated changes in psychological, physiological and behavioural factors have not been examined among youth with MDD.Methods: Sixty-eight participants (mean age 20.8) meeting DSM-IV diagnostic criteria for MDD were randomised to an Immediate intervention or Control/delayed condition (n = 34 per group). The integrated intervention comprised an initial session of motivational interviewing (MI) followed by a 12-week, multi-modal exercise program. Changes in depressive symptom profiles were assessed with the Beck Depression Inventory-II (BDI-II) total score and factorial symptom subscales.Results: There were significant differential improvements in BDI-II total scores post-treatment among intervention participants, which were also observed across the cognitive and affective subscales. Individual BDI-II items from the cognitive subscale showing significant differential improvement related to negative self-concept, while those from the affective subscale related to interest/activation; the energy item within the somatic subscale also revealed significant differential improvement. Significant differential improvements were also observed in exercise participation, negative automatic thoughts, behavioural activation and bench press repetitions among intervention participants, which correlated significantly with depression improvements.Limitations: The exercise intervention was delivered in a supervised, group format and potential social meditators of change cannot be excluded.Conclusions: Exercise differentially effects depressive symptom profiles with similar antidepressant effects as would be expected from psychological therapies improving negative cognition and emotional health. [ABSTRACT FROM AUTHOR]