Including exercise for the prevention and treatment of mental disorders is a promising area of research for exercise scientists since data indicate that many of these disorders are not treated at all, and there is a significant delay in treatment. This review provides an appraisal of the recent use of exercise to prevent and treat specific mental disorders and provides a recommended framework for future progress of this research. More research is needed to overcome methodological issues to demonstrate the efficacy and effectiveness of exercise and to integrate mental and physical healthcare for widespread dissemination.