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Background: Physical exercise is increasingly recognized as a treatment for major depression, even among older patients. However, it is still unknown which depressive symptoms exercise affects most, (e.g. somatic vs. affective) and the timing of its effects. Thus, the aim of this study was to examine the changes of depressive symptoms after treatment with exercise., Methods: We analyzed data from the SEEDS study, a trial comparing the antidepressant effectiveness of sertraline (S) and sertraline plus exercise (S+EX). Exercise was delivered thrice weekly in small groups and monitored by heart rate meters. Patients with late life depression (n=121) were assessed at baseline, 4, 8, 12 and 24 weeks with the Hamilton Depression Scale. Scores of affective, vegetative, anxiety and agitation/insight factors were analyzed using Multilevel Growth Curve Models and sensitivity analyses (multiple imputation)., Results: Compared with the S group, patients in the S+EX group displayed significantly greater improvements of the affective symptom dimension (total effect size = 0.79) with largest changes in the first 4 weeks and last 12 weeks. Improvements were mainly driven by depressed mood and psychomotor retardation., Limitations: Sample size; lack of an exercise only treatment arm CONCLUSIONS: Adding exercise to antidepressant drug treatment may offer significant advantages over affective symptoms of depression, rather than somatic symptoms or other dimensions of depression. Compared with standard antidepressant treatment, clinical advantages should be expected both at an early (first 4 weeks) and later stage (after 12 weeks)., (Copyright © 2018 Elsevier B.V. All rights reserved.)