Stress, depending on its intensity and duration, results in either adaptive or maladaptive physiological and psychological changes in humans. Also, it was found that stressful experiences increase the signs of behavioral despair in rodents. On the other hand, exercise and melatonin treatment is believed to have many beneficial effects on health. Thus, this study was designed to evaluate the anti-depressant effects of physical activity and melatonin against chronic stress-induced depression in rats. Methods: Adult male Sprague-Dawley(SD) rats(200-250g, 7 weeks of age) were subjected to depression induced by chronic stress. Chronic depression was induced with forced-swim stress (FSS) and repeated change of light-dark cycle for 4 weeks. In the last 2 weeks, some rats were confined in a cage enriched with a running wheel, seesaw and chewed a ball from 19:00 to 07:00 every day. Melatonin was injected intra-peritoneally (I.P), and the rats received intraperitoneal injections of melatonin (15 mg/kg). The Forced Swim Test (FST) was performed to evaluate the immobility behaviors of rats for a 5 min test. Results: It was found that, the immobility time in FST was significantly (p<.05) lower in physical exercise (M=58.83±22.73) and melatonin (M=67.33±37.73) than in depressive rats (M=145.93±63.16) without physical activity. Also, TPH positive cell in dorsal raphe was significantly (p<.05) higher in exercise (M=457.38±103.21) and melatonin (M=425.38±111.56) than in depressive rats (M=258.25±89.13). Conclusion: This study suggests that physical activity and melatonin produces antidepressant-like effect on stress-induced depression in rats. So, physical exercise and melatonin may be a good intervention in depression patients.