The purpose of the research project was to examine the effects of exercise, social support and depression on postnatal women who reported experiencing postnatal depression. A 12-week randomized, controlled trial was conducted investigating the effects of an exercise intervention group (a pram-walking programme for mothers and their babies ) compared to a social support group (non-structured sessions, similar to a playgroup). Participants in both groups had given birth in the past 12 months. Pretest data of physical fitness and structured questionnaires were compared to post-test effects. The primary outcomes were to reduce the depressive symptomatology and improve fitness levels of participants in the pram-walking group. Secondary outcomes were to improve the social support levels of the participants in both groups and explore women's views about the programmes. It was hypothesized that the pram-walking group participants would improve their feelings of depression and fitness levels compared to the social support group, but that both groups would improve their perceived levels of social support. The results showed that mothers in the pram-walking intervention group improved their fitness levels and reduced their level of depressive symptomatology significantly more than the social support group. There were no significant changes to social support levels for both groups. Therefore, a direct association between improvement in fitness was related to improvement in depression for the pram-walking group. However, it is also suggested that other factors in combination with improvements in fitness influenced improvements in depression levels. It is recommended that pram-walking programmes for mothers with postnatal depression be implemented as pilot research into existing available services.