The objectives of the present study are as follows: (A) to observe and compare changes in the anxiety–depression-like and cognitive behaviors of female rats after short-term or long-term ovarian hormone depletion and long-term ovarian hormone deficiency combined with restraint stress intervention; (B) to observe and compare beneficial effects of estrogen and exercise training on anxiety–depression-like and cognitive behaviors in OVX rats with chronic stress; (C) to investigate whether ER antagonists can completely or partially counteract the positive effects of aerobic exercise. The gene discussed is ESR1; the disease is depressive disorder.