Background: Despite various studies, supportive evidence for the efficacy of exercise in treatment of mental illness is still weak. Objective: The aim of this study was to compare two forms of exercise, namely running therapy (RT) and physiotraining therapy (PT), on stationary devices. Methods: Patients in a day treatment programme for treatment of affective disorders were randomly allocated to one of the exercise groups or to a control group. Depression scores, self-efficacy, physical conditions and appreciations of the training programme were measured. Results: After 6 weeks, no significant differences were found between both the training groups and the control group; however, after 12 weeks, the physiotraining group showed significant improvement on scores for blind-rated Hamilton Rating Scale for Depression and on scores for self-rated Beck Depression Inventory 21-item version. Conclusions: Our results suggest that PT has advantages over RT. We speculate that an improved feeling of self-efficacy may be a mediating factor. [ABSTRACT FROM AUTHOR]