This experiment investigated the effects of three types of structured exercise (aerobics, bodybuilding, and circuit training) on depressive symptoms of 45 clients undergoing a 4-wk., inpatient rehabilitation program for substance abuse. Pre- and posttest measures included the Center of Epidemiological Studies--Depression, resting pulse rate, blood pressure, maximum strength on incline bench press, and estimates of aerobic fitness and body fat. The bodybuilding program produced a significant decrease in depressive symptoms. Physiological and psychological explanations are discussed.