Major Depression Disorder (MDD) is often accompanied by cognitive impairments, including concentration problems and attention deficits. These issues are related to the construct of working memory (WM). Additionally, a reduction in hippocampal volume is frequently observed in Major Depression. There is substantial evidence suggesting that physical exercise training can have positive effects on depressive and cognitive symptoms in MDD. This dissertation aims to integrate these areas of study to investigate the positive effects of physical fitness and exercise on WM in MDD patients, leading to a better understanding of the pathophysiology of the disease and its treatment through physical exercise training. The dissertation comprises three empirical studies that are part of the SPeED study (Sport/Exercise Therapy and Psychotherapy – evaluating treatment Effects in Depressive patients). In Study I (Heinzel et al. 2022), we examine whether a prior exercise intervention enhances the success of subsequent cognitive-behavioral therapy (CBT) and whether this effect is associated with specific physiological changes. Study II (Schwefel et al. 2023) analyzes neural activity and physical fitness in depressive patients during a WM task. Study III (Schwefel et al., sub) focuses on functional and structural neural changes following physical exercise training, with particular emphasis on the hippocampus. The n-back paradigm was used to measure WM function during functional magnetic resonance imaging (fMRI). The physical exercise intervention lasted 12 weeks and was supervised by sports therapists. The results indicate that physical fitness can be improved through training, and surprisingly, depressive symptoms improved in all groups. However, high exercise intensity did not lead to a general boosting effect for CBT. Nonetheless, regression analyses revealed that improvement of individual fitness predicted the success of CBT. MDD patients exhibited a specific activation pattern in frontoparietal brain regions, associated with longer reaction times and poorer performance during high demands in WM tasks compared to healthy controls. Additionally, a parietal fitness correlate was identified in the depressive sample. Improved performance and shorter reaction times were observed after the training intervention, particularly during high demands in the WM tasks. Furthermore, in patients who underwent intensive training, an increased activation of the hippocampus was observed as a result of the training. No structural changes in hippocampal volume were detected. The findings suggest that physical training holds promise as a treatment option for improving WM function in MDD patients. These insights may serve as a foundation for future research on the effects of physical fitness and exercise on mental health and cognition, offering valuable supplements to optimized physical exercise therapies for the treatment of MDD.