Introduction: The increase in the number of students experiencing depression severely impacts the physical and mental health of college students. Objective: Explore the effect of an exercise intervention on patients with depression by analyzing its rehabilitation effect. Methods: Physical education combined with extracurricular activities were chosen. The experimental physical education group completed about 45 minutes of low-intensity running, performing physical recovery and rest under teacher guidance. The sport form of extracurricular activity was basketball, twice a week. Physical education combined with extracurricular activities totaled a total of 4 times a week, lasting six weeks. Results: The exercise intervention reduced the participants' psychological test scores, relieving them of their psychological conditions. The exercise intervention improved somatization factors (obsessive-compulsive, depression, interpersonal, paranoid, anxiety, and negative symptoms). Conclusion: The personalized exercise plan is recommended for students with depression, with the promotion of corresponding physical exercise out of class, aiming to improve students' psychological state and mental health.