Objective: To assess whether aerobic exercise was superior to usual care in alleviating depressive symptoms in patients living with a major non-communicable disease. Data sources: Data were obtained from online databases (PubMed, PsycINFO and SPORTDiscus) as well as from reference lists. The search and collection of eligible studies was conducted up to 18 October 2018 (PROSPERO registration number CRD42017069089). Study selection: We included interventions that compared aerobic exercise with usual care in adults who reported depressive symptoms (ie, not necessarily the clinical diagnosis of depression) and were living with a major non-communicable disease. Results: Twenty-four studies were included in the meta-analysis (4111 patients). Aerobic exercise alleviated depressive symptoms better than did usual care (standardised mean difference (SMD)=0.50; 95% CI 0.25 to 0.76; Grading of Recommendations Assessment, Development and Evaluation: low quality). Aerobic exercise was particularly effective in alleviating depressive symptoms in cardiac patients (SMD=0.67; 95% CI 0.35 to 0.99). Conclusion: Aerobic exercise alleviated depressive symptoms in patients living with a major non-communicable disease, particularly in cardiac populations. Whether aerobic exercise treats clinically diagnosed depression was outside the scope of this study. Keywords: depression; exercise; intervention; non-communicable chronic disease; systematic review.