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Objective: To investigate the effectiveness of exercise as a treatment for postnatal depression alongside any usual care. Design: Randomised controlled trial. Setting: Primary Care, West Midlands, UK. Participants: 94 women who fulfilled International Classification of Diseases-10 criteria for major depression in the first six postnatal months were recruited and randomised. Intervention: Both groups received usual care and the intervention group were offered two face to face consultations and two telephone support calls with a physical activity facilitator over six months to support participants to engage in regular exercise. Leaflets to further prompt exercise were mailed throughout the intervention. Main outcome measures: The primary outcome was symptoms of depression using the Edinburgh Postnatal Depression Scale (EPDS) at six month post-randomisation. Secondary outcomes included EPDS score as a binary variable (recovered and improved), social support and physical activity at six and 12 month post-randomisation. Results: 146 women were potentially eligible and 94 were randomised. 34% reported thoughts of self harm at baseline. After adjusting for baseline EPDS, analyses revealed a -2.04 mean difference in EPDS score, favouring the exercise group (95% CI: -4.11 to 0.03, p=0.05). When also adjusting for pre-specified demographics the effect was larger and statistically significant (mean difference=-2.26, 95% CI:-4.36 to -0.16, p=0.03). Based on EPDS score a larger proportion of the intervention group were recovered (46.5% versus 23.8%, p=0.03) compared with usual care at six months follow up. Conclusion: This trial indicates that a facilitated exercise intervention is likely to be an effective treatment for postnatal depression.