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This study aims to assess the motivational factors influencing the participation of older adults in various exercise interventions during depressive episodes and to identify which types of exercise are most effective in alleviating depressive symptoms in this population. Therefore, randomized controlled trials (RCTs) focusing on exercise interventions and their impact on depression in older adult patients, identified by the terms "exercise" AND "depression" AND "elderly" OR "geriatric", were selected from primary electronic databases to conduct this network meta-analysis (NMA). The primary outcome was the effect on depressive symptoms, while the secondary outcome was the comparison of dropout rates between the intervention groups and the usual care control groups, as a measure of sustained motivation and engagement. Standardized mean difference (SMD) values and the corresponding 95% confidence intervals (CIs) were computed for effect evaluation. This study protocol has been registered in IPLASY (INPLASY 202460035). The results of 31 RCTs with 3238 participants indicated that qigong (SMD −1.17, −2.28 to −0.06), Otago Exercise (SMD −1.15, −2.29 to −0.01), and yoga (SMD −0.88, −1.55 to −0.21) significantly alleviate depressive symptoms in older adults. Walking (SMD −0.82, −1.34 to −0.31) and strength training (SMD −0.67, −1.05 to −0.30) also showed significant effects. Aerobic, physical training, and tai chi had moderate effects, while multisport showed a weaker impact with no significant improvement. In summary, our research findings demonstrate that exercise can effectively alleviate depressive symptoms in older adults, with low dropout rates likely due to interconnected physiological, psychological, and social mechanisms. This is crucial for enhancing treatment strategies for older adults' depression. [ABSTRACT FROM AUTHOR]