Cerebral and Anti-inflammatory Response Through Exercise - Mechanisms In Depressive Disorders

The goal of this clinical trial is to study how physical exercise works when applied to patients diagnosed with Major Depressive Disorder (MDD). The main questions it aims to answer are: * What are the antiinflammatory and oxidative stress and neural mechanisms involved in the antidepressant effects of exercise? * How effective is a physical exercise program in MDD patients in real-life conditions? The experimental group will receive an exercise intervention as an add-on to their usual treatment (antidepressant treatment prescribed by the attending specialist). Researchers will compare to a control group, which will only receive standard treatment (antidepressant treatment prescribed by the attending specialist) and will be instructed to not change their usual physical activity. The aim is to see if a physical exercise intervention would induce a significant improvement in depressive symptoms and which mechanisms are responsible for this result.