Introduction: Depression is considered a mental health problem. It is a pathology with multifactorial causes whose symptoms are considered complex. Objective: To investigate, through a literature review, the effects of physical therapy modalities on the quality of life of depressive patients. Methodology: This was a literature review with a qualitative approach carried out in January/2019. The selected material corresponds to articles available in the SCIELO – BR, PubMed, PEDro and Cochrane databases. To operationalize the search for articles, the following DeCS descriptors were used followed by the Boolean marker and: depression and quality of life and physical therapy. After searching the databases, 19 articles were found. 3 surveys were excluded. Results: the bibliographic material used as a substrate of analysis for this literature review study consisted of 16 scientific articles read in full. Thus, 9 observational studies and 7 experimental studies were analyzed that aimed to evaluate the impact of Physical Therapy on the quality of life of depressive patients. Final Considerations: Realized that the exercise used as a therapeutic proposal can be effective in the adjuvant treatment of depressive patients recovering, among other benefits, their quality of life. In addition, the release of endorphin and serotonin can provide a feeling of pleasure and well-being to the individual. It is also concluded that more research should be carried out on this topic to support the physical therapist professional in this outcome.