Evidence shows that depression was found to be associated with physical inactivity and on the other hand, high prevalence of depression was also found in patients with chronic pain. Structured physical rehabilitation program with exercises as main component and pain management provided by physiotherapy has been proved by overseas studies to be effective in reducing the psychological symptoms of depression through increasing the physical fitness and relieving the pain. Literatures also reported a strong sociocultural influence on the prevalence of depression and the manifestations of their clinical signs and symptoms in patients suffered from mental health problems between Chinese and Western societies. The benefits of physical rehabilitation program in the management of depression cannot be assumed in the Chinese population. The purpose of this study is to investigate the effectiveness of a structured "Physical Rehabilitation Program" for Chinese patients diagnosed with depressive disorder (mild to severe severity) on the physical fitness and negative psychological symptoms of the recruited patients.