Objectives. Adolescence is associated with increased depressive symptoms and decreased aerobic exercise, yet the relationship between exercise and clinical depression among adolescents requires further examination. This study assessed the feasibility of a 12-week intervention designed to increase exercise for adolescents with depressive disorders: Will a teenager with depression exercise?Methods. Participants were 13 adolescents with depression reporting low levels of aerobic exercise. They completed a 12-week intervention (15 supervised exercise sessions and 21 independent sessions). Exercise was measured through the aerobic exercise Questionnaire, actigraphy, and heart-rate monitoring. Depression was measured with the Children’s Depression Rating Scale, Revised, and Quick Inventory of Depressive Symptomatology, Self-Report.Results. All participants who started the intervention completed the protocol, attending all supervised exercise sessions. Actigraphy verified 81% adherence to the protocol’s independent sessions. Analysis of secondary outcomes showed a significant increase in exercise levels and a significant decrease in depression severity. Initially, ten participants were overweight or obese, and three were healthy weight. After 12 weeks of exercise, the number of participants in the healthy-weight category doubled.Conclusions. Adolescents suffering from depression can complete a rigorous protocol requiring structured increases in aerobic exercise. Participants showed significant increases in exercise, and significant decreases in depressive symptoms.