The epidemic of metabolic syndrome, prediabetes, and type 2 diabetes is global in scope and comprehensive in its impact on individuals, health care systems, and societies. One in four patients with diabetes will experience depression in their lifetime. Comorbid depression is associated with poorer outcomes, greater functional disability, and early mortality. Prior studies have demonstrated beneficial effects of exercise as an efficacious form of treatment for depression in the general population. Few studies have evaluated this strategy in patients with prediabetes or type 2 diabetes. Program ACTIVE (Appalachians Coming Together to Increase Vital Exercise) was designed to treat depression among adults with type 2 diabetes by pairing aerobic activity with individual cognitive behavioral therapy. This combination treatment approach has been shown to be feasible to implement in a rural environment and promising in terms of depression, diabetes, and cardiovascular outcomes. Data from this study suggest that exercise can be used to achieve multiple benefits for adults with type 2 diabetes. Future work to compare this approach to singular treatment strategies for adults at risk for type 2 diabetes is needed.