The conclusions are as follows: (1) Exercise can inhibit the level of NF-κB protein and the pro-inflammatory response of inflammatory factors such as TNF-α, IL-1β, and IL-6 by inducing the increase in SIRT1 expression, and at the same time, along with the upregulation of anti-inflammatory factors such as IL-10 and TNF-β, reduce the brain inflammatory response and improve depression. This evidence concerns the gene IL10 and major depressive disorder.