Objectives: Physical activity and depression have been consistently shown to be inversely associated in epidemiological surveys. It is not clear, however, whether successful treatment of depression results in increases in physical activity. Method: Systematic review of randomized trials examining psychological treatment for adult depression to identify the effects of treatment on physical activity. Results: We searched published papers on a database of 204 randomized controlled trials on psychological treatment for adult depression. No study reported the effects on physical activity. Conclusions: Whether psychological treatments of adult depression have an effect on physical activity has not been examined in randomized trials. We conclude that researchers should include physical activity measures in future trials. © 2014 Elsevier Ltd. All rights reserved.