Dance and movement therapy are consisted of music, easy exercises and sensorial stimulus and provide drugless treatment for the depression on low rates. In this study, it has been aimed to examine the effect of dance over the depression. A total of 120 healthy male and female conservatory students ranged from 20 and 24 ages volunteered to participate in this study. They were divided randomly into 1 of 2 groups: dance training group (DTG; N = 60) and control group (CG; N = 60). A dance training program was applied to the subjects three days a week (Tuesday, Thursday, and Saturday) during 12 weeks. The subjects in the control group did not participate in the training and participated only in the pre and post test measurements. Beck Depression Scale was used for the pre and post test measurements of subjects. 12 weeks of dance training has been found to be effective on the depression levels of the subjects participating in the research as the training group (p < 0.05). The depression level of males and females before training has meaningfully decreased after 12 weeks of dance training (p < 0.05). When the depression levels of the subjects participated in research as the control group were separately evaluated for males and females, no meaningful change has been found in the depression levels during 12 weeks (p > 0.05). In conclusion, it has been seen that dance affects the depression levels of university students positively and decreases their depression levels.