The aim of the first study was to evaluate a combined sport- and exercise therapy program based on specific treatment recommendations (Weigelt et al. 2012, 2013). For this purpose, n = 62 depressive patients were recruited in a day-care clinic and assigned to a combined or aerobic exercise group. The two sports and exercise programs were compared with regard to their effect on psychological (depression, global severity index, self-esteem, social activity, body image, mental performance) and physiological parameters (Kcal consumption). The results show, that the effect of a combined sport and exercise program on mental health is comparable to an aerobic exercise training. In addition, this positive effect is independent of the training intensity. The sport and exercise program was subsequently adapted for the preventive use (study 2) and evaluated within a six-week intervention on healthy volunteers assigned to an intervention group (n = 20) and inactive control group (n = 20). Scores on the different questionnaires improved for both groups with a significant difference between the groups for body image. Thus, a specifically designed sports and exercise program based on the recommendations of Weigelt et al. (2012, 2013) improves mental health, with some limitations, in the therapy and prevention of Major Depressive Disorder. Regarding the third study, the effect of two different short-term interventions over 60 minutes (Qigong vs. Jogging) on the current well-being (eg mood, arousal, dominance, inner rest, fatigue) were compared with the effect of a control setting for n = 25 healthy subjects. The statistical analysis showed that Qigong has a calming effect and leads to relaxation, while jogging improves the mood state.