Objective: Exercise, yoga, and tai chi are commonly used complementary approaches for health and wellness. This review aims to synthesize the evidence for exercise, yoga, and tai chi in the outpatient treatment of major depressive disorder. Study Selection: A systematic search of the Ovid MEDLINE, EMBASE, PsycINFO, and Cochrane databases was conducted for randomized controlled trials of exercise, yoga, and tai chi for major depressive disorder. Data Extraction: Standardized mean differences were calculated and meta-analyzed using a random effects multilevel modeling framework. Heterogeneity and subgroup analysis was conducted. Results: Twenty-five studies were included for final analysis (exercise: 15, yoga: 7, tai chi: 3). Overall, meta-analysis showed a moderate significant clinical effect. However, when only studies (6 studies) with the lowest risk of bias were included, the overall effect size was reduced to low to moderate efficacy. Overall quality of evidence was low. Heterogeneity and publication bias were high. Conclusions: The current meta-analysis of outpatient exercise, yoga, and tai chi for treatment of major depressive disorder suggests that adjunctive exercise and yoga may have small additive clinical effects in comparison to control for reducing depressive symptoms. The evidence for tai chi is insufficient to draw conclusions. The concerns with quality of studies, high heterogeneity, and evidence of publication bias preclude making firm conclusions.