When I was active duty in the navy through the 90's I specialized in psychiatry and worked at an inpatient psych ward.
One of the things we did for all patients was force them to go to the gym every day.
Yes, force.
Military psych wards were a bit different than civilian. You could give orders.
In this case, it was necessary - the last thing you'll willingly do when you're suicidally depressed is exercise.
Getting a nearly catatonically depressed patient out of bed was a huge challenge, getting them to the gym even harder.
But we did it. Every day.
In my experience, this was more effective treatment for depression than any meds or psychotherapy. It worked wonders, way faster than SSRIs.
Not so great for the psychotic disorders though. We had some "interesting" incidents at the gym.