Patient description: A 46-year-old Asian woman with MDD complains of persistent feelings of sadness and loss of interest in daily activities. She states that her mood is still depressed most of the days. She complains of loss of energy and feelings of worthlessness nearly every day. She is on anti-depressants for the past 6 months, but the symptoms are still present. She does not drink alcohol or smoke. She used to exercise every day for at least 30 min., but she doesn't have enough energy to do so for the past 3 weeks. She also has some digestive issues recently. She is married and has 4 children. She is menopausal. Her husband was diagnosed with colon cancer a year ago and is undergoing chemotherapy. Her past medical history is unremarkable. Her family history is negative for any psychologic problems. Her HAM-D score is 20.

Clinical trial eligibility criteria: eligible ages (years): 60.0-79.0,  Depression Depressive Disorder, Major Depressive Disorder Unipolar Depression Major Depressive Disorder Ages 20-39 (recruitment complete) and 60-79 years old (open to recruitment) 2. Major depressive disorder (MDD), single or recurrent, as diagnosed by the PRIME-MD 3. MADRS ≥ 15 4. In-town and available to commute to Oakland for a 12-week period 5. Study nurse practitioner approval to participate in a 12-week moderate intense exercise intervention 6. Eligible to undergo MRI  Inability to provide informed consent. 2. Modified Mini-Mental Score (3MS) less than 84 or dementia based upon Diagnostic and Statistical Manual of Mental Disorders 4th edition (DSM-IV) including poor performance on the clinical neuropsychological battery, and all available clinical information. 3. Lifetime diagnosis of bipolar I or II disorder, schizophrenia, schizoaffective disorder, schizophreniform disorder, delusional disorder, or current psychotic symptoms. 4. Abuse of or dependence on alcohol or other substances within the past three months 5. High risk for suicide [e.g., active suicidal ideation (SI) and/or current/recent intent or plan] AND unable to be managed safely in the clinical trial (e.g., unwilling to be hospitalized). Urgent psychiatric referral will be made in these cases. 6. Contraindication to venlafaxine XR as determined by study physician including history of intolerance of venlafaxine XR in the study target dosage range (venlafaxine XR at up to 300 mg/day). 7. Inability to communicate in English (i.e., interview cannot be conducted without an interpreter; subject largely unable to understand questions and cannot respond in English). 8. Non-correctable clinically significant sensory impairment (i.e., cannot hear well enough to cooperate with interview) 9. Unstable/uncontrolled medical illness, including delirium, hypertension, hyperlipidemia, or cerebrovascular or cardiovascular risk factors that are not under medical management. 10. Subjects taking psychotropic medications that cannot be safely tapered or discontinued prior to study initiation 11. If a patient failed a trial of venlafaxine (12 weeks of treatment with venlafaxine including at least 6 weeks on 300mg/day), he/she would not be eligible. 12. Other drugs that may affect the GABA system will be excluded (e.g., Kava, Valerian, Theanine, and GABA supplements). 13. The drug Linezolid (Zyvox) should be discontinued prior to study enrollment and should not be used during the study. 14 for MR scans cardiac pacemaker, aneurysm clip, cochlear implant, pregnancy, intrauterine device, shrapnel, history of metal fragments in the eye, neurostimulators, weight >250 lbs., tinnitus, or claustrophobia. 15. Current medical condition or treatment for a medical condition that could affect balance, gait, or contraindicate participation in moderate intensity physical activity. 16. Observed gait condition or use of walking assisted device that would contraindicate use of treadmill for exercise testing and intervention. 17. Current congestive heart failure, angina, uncontrolled arrhythmia, or other symptoms indicative of an increased acute risk for a cardiovascular event; within the previous 12 months having a myocardial infarction, coronary artery bypass grafting, or angioplasty; conditions requiring chronic anticoagulation (i.e. recent or recurrent DVT). 18. Eating disorders that would contraindicate physical activity. 19. Report exercise on more than three days per week for greater than 20 minutes per day over the past three months. 20. Report plans to relocate to a location not accessible to the study site or having employment, personal, or travel commitments that prohibit attendance to at least 80 percent of the scheduled intervention sessions and all of the scheduled assessments