Inclusion Criteria  Physical confirmed diagnosis of Multiple Sclerosis (MS) Diagnosis of Major Depressive Disorder (MDD) - see below (MINI) English as primary language Eligible age (between 18 and 64 years old) Relapse and steroid free in past 30 days Internet and email access Willingness to complete the testing and questionnaires, wear the accelerometer, undergo randomization, and engage in exercise testing  Exclusion Criteria  Godin Leisure Time Exercise Questionnaire (GLTEQ): Exclude if health contribution score of 14 units or more. This assessment is administered to confirm insufficient baseline physical activity (i.e., not meeting current PA guidelines) Patient Determined Disease Steps (PDDS): Exclude if score above '2' (i.e., greater than mild ambulatory disability). This assessment is administered as the proposed intervention focuses on walking as main modality for exercise training. The scale asks the participant to describe their walking situation on a scale of 0 to 8; where lower scores indicate better walking ability. Beck Depression Inventory-Fast Screen (BDI-FS): Exclude if a score less than '4'. The scale measures depression and those with a score of '4' or below likely have very mild depression resulting in floor effects and/or spontaneous remission. Physical Activity Readiness Questionnaire (PAR-Q): Exclude if more than one yes/affirmative response on this 7-item self-report assessment. This assessment is administered to exclude those individuals who are at a moderate to high risk for contraindications of injury or possible death when undertaking strenuous or maximal exercise. This is a 7-item self-report tool where more than one yes/affirmative response indicates that an individual is not recommended to engage in physical activity within the capacity of this study. Those scoring more than one yes/affirmative response will be further advised to seek medical guidance before becoming more physically active. Telephone Interview for Cognitive Status (TICS-M): Exclude if scores less than 18. This assessment is administered to ensure that all participants can adequately follow directions. The application of the TICS-M is to ensure that participants do not have severe cognitive impairment that might preclude the ability to adhere to the conditions, understand intervention content, and interact with behavior coaches. MINI International Neuropsychiatric Interview (version 7.0.2) based on the Diagnostic and Statistical Manual of Mental Disorders V (DSM-V): Include those who meet the criteria for MDD, but exclude for other severe mental illness (obsessive-compulsive disorder, schizophrenia, bipolar or other psychotic disorders) as indicated by the MINI; these persons would require more intensive mental health treatment.