Background and objective: Little is known about the effect of exercise therapy on depression in persons who survive a stroke. The aim of the present review is to summarize the evidence from randomized controlled trials and non-randomized controlled clinical trials regarding the effects of exercise therapy on depression in persons who have suffered a stroke. Methods: Studies measuring the effect of exercise therapy on depression in persons with stroke were systematically reviewed up to October 2009, by searching the CINAHL, Cochrane Library, EMBASE, MEDLINE, and Physiotherapy Evidence Database (PEDro) electronic databases. After determining the methodological quality using the PEDro scale, a best-evidence synthesis was conducted. Results: Two controlled clinical trials and seven randomized controlled trials, investigating a wide variety of exercise therapies, were included in this review. PEDro scores ranged from 4 to 8. Six studies found no significant difference in depression scores between the intervention and control groups. Three studies found significant differences between the two groups, in favour of the intervention group. The best-evidence synthesis yielded no evidence for favourable effects of exercise therapy on depression in persons who have suffered a stroke. Conclusions: The studies included in the present review do not allow the conclusion that exercise therapy has a favourable effect on depression in persons who have suffered a stroke. However, these studies mainly examined the effects of exercise therapy on physical outcomes. Moreover, most studies did not use depression as an inclusion criterion. Future studies should focus their design specifically on participants with a depression and be sufficiently powered.