Abstract
Smoking is significantly more common among persons with major depressive disorders (MDDs). Furthermore, smokers with MDD report more difficulties when they quit smoking (greater withdrawal symptoms, higher probability of relapse). The aim of this narrative review is to describe research on exercise and depression and exercise and smoking cessation.We have critically reviewed various smoking cessation intervention programs for depressive smokers examining (a) the protective effect of exercise against relapse for smokers with MDD and (b) the benefits of exercise for treating withdrawal symptoms. We have also reviewed the current literature investigating the mechanisms between exercise–depression and exercise–smoking.This review suggests that exercise may reduce depressive symptoms following cessation and provide a useful strategy for managing withdrawal symptoms in smokers with MDD. Various psychological, biological, and genetic hypotheses have been tested (e.g., distraction hypothesis, expectations hypothesis, cortisol hypothesis) and few have obtained significant results.It might be beneficial for health professionals to recommend physical activity and promote supervised exercise sessions for smokers with MDD during smoking cessation. Future research needs to examine relationships between exercise, smoking, and depression with transdisciplinary and ecological momentary assessment.