This study investigated scores on depression of students in sports. 311 (ns = 60, 100, 100, 40, 11) female athletic candidates were selected randomly and administered the Beck Depression Inventory. Initially, 60 persons who had gone through a body-building course for less than 1 month took the inventory and again after 4 wk. The mean score difference was -3.5. This decline in mean depression score after 4 wk. of exercise was significant. In the next step, 100 women new to body building and 100 women who had completed 2 mo. body building were compared. Their mean scores were 13.3 for newcomers and 10.2 for the 2-mo. group, a significant difference. Finally, 40 female athletes who had swum for less than 1 mo. were compared with professional swimmers from the Fars province. Their mean depression scores were 10.5 and 6.5, respectively. This difference was also significant. We concluded that exercising is associated with lower mean scores on the Beck Depression Inventory.