Exercise First, Then Therapy for Major Depression

Inclusion Criteria: * a diagnosis of DSM-5 (Diagnostic and Statistical Manual of Mental Disorders-5) MDD, confirmed via Structured Clinical Interview for DSM-5 (SCID) * current depressive symptoms of at least mild severity defined by a Hamilton Rating Scale of Depression (using the GRID-HAMD) score greater than or equal to 8 * EITHER not currently take any mental health medications or use other mental health treatment (e.g., behavioral, psychological) OR be on a stable mental health medication and/or treatment regimen for the past 8 weeks, and encouraged to maintain that regimen for the duration of the 8 week intervention period * willing and safe to perform exercise based on responses on the Physical Activity Readiness Questionnaire (rules out contraindications to exercise) * reported being CBT-naïve (as defined by never undergoing structured CBT). Exclusion Criteria: * reporting being currently pregnant, nursing, or planning to become pregnant during the study * being diagnosed with current Substance Use Disorder, via the SCID * being diagnosed with lifetime or current Psychosis, Mania, or Bipolar Disorder, via the SCID * having class III+ obesity (BMI greater than or equal to 40) * active suicidal ideation with specific plan and intent ('5' score on Suicidal Ideation from Columbia Suicide Severity Rating Scale \[C-SSRS\]) * exhibiting behavioral disturbance (e.g., aggression, mild-moderate cognitive impairment) or relationships with the study team members (e.g., therapists) that would significantly interfere with study participation, as assessed by research personnel.