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OBJECTIVE: Depression is one of the five major causes of the global burden of diseases. Currently available antidepressants have low efficacy, slow onset, and serious side effects, while exercise is a better way to treat depression. This paper systematically evaluates the effects of exercise on depression-related behaviors in chronic unpredictable mild stress (CUMS) animal models. METHODS: A systematic literature search from January 1, 2000 to February 28, 2022 was performed in WanFang, CNKI, PubMed, Embase, and Web of Science databases. Studies regarding the effects of treadmill running, swimming, and voluntary wheel running on forced swimming, tail suspension, and sugar water preference behavior of CUMS animal models were collected. Literature screening, data extraction and methodological quality assessments were completed by two researchers independently. The SYRCLE tool was used to assess the risk of bias in the included studies. RevMan 5.3 and Stata 13.0 analysis software were used for statistical analysis. RESULTS: A total of 23 controlled experimental studies were included, including 301 rodents in exercise group and 302 rodents in control group. Meta-analysis results showed that exercise significantly reduced the forced swimming latency [standardized mean difference (SMD)=-3.93, 95% confidence interval (CI): (-4.88, -2.98), P < 0.000 01] and tail suspension latency [SMD=-4.42, 95% CI: (-5.62, -3.23), P < 0.000 01] in CUMS modeling rats and mice. Exercise also increased the index of sucrose preference test [SMD=2.37, 95% CI: (1.62, 3.11), P < 0.000 01]. Subgroup analysis of exercise modes in the suspension test reduced heterogeneity [SMD=-3.68, 95% CI: (-4.16, -3.21), P < 0.000 01], but it did not affect the exercise effect. CONCLUSION: Exercise can effectively improve depression-like behaviors of forced swimming, tail suspension, and sucrose preference tests in CUMS model rodents. The mode of exercise may be the source of heterogeneity affecting the behavior of the suspension tail test. Modeling time, exercise stage, exercise mode, and exercise duration are not the main factors that affect the effect of exercise on depression. [ABSTRACT FROM AUTHOR]