Research on the mechanisms of depression is currently a focus of the field of neuroscience. The degeneration of brain plasticity ( e. g. , decrease in volume, structural degradation, and functional disorder of the hippocampus, PFC, and CG) leads to depression. Exercise is an important means of improving the symptoms of depression. Current research confirms the importance of improving the volume, structure, and function of the hippocampus,PFC, and CG, in this process, but related research has focused solely on changes to the volume of certain brain regions or connectivity functions. Thus, we lack a comprehensive understanding of the antidepressant mechanisms that improve brain plasticity with exercise. Therefore, this study aimed to explore the roles of brain plasticity in the occurrence of depression and improvements to depression through exercise, promoting a more comprehensive understanding the role of brain plasticity in depression. We also provide new ideas for exercise intervention in depression.