INTRODUCTION: Depression and anxiety are the most common psychiatric disorders. In this account, the aim of this study was to investigate the comparison of aerobic and anaerobic exercise effect on depression and anxiety in students. MATERIALS AND METHODS: In this study, 120 male students were randomly divided into 3 groups of 40, including the first group to do 3 aerobic exercise sessions of 60 minutes per week for 8 weeks. The second group was trained in anaerobic exercise, whereas the third one as the control group of non-exercising subjects gets involved in no intervention/interference. Afterwards, the groups were checked in the terms of anxiety and depression by STAL and Beak Depression Inventory. RESULTS: The results showed that mean changes before and after the intervention in depression with exercise 7.23 +/- 8.81, 5.89 +/- 7.75 in anaerobic training group and the control group 1.23 +/- 4.73 which the difference was significant (p = 0.001). So that, the aerobic group (p = 0.001) and also in anaerobic (p = 0.012) more than the control group, but the difference was not significant in aerobic and anaerobic groups (p = 0.725). The mean change in anxiety before and after the intervention in the aerobic exercise 8.45 +/- 8.81, 8.05 +/- 8.07 in anaerobic training group and the control group was 2.15 +/- 8.32 which is a significant difference and it was p = 0.600. The amount of anxiety in the group with aerobic exercise (p = 0.003) and the anaerobic group (p = 0.006) was significantly more than the control group, but the amount decreased in both groups with aerobic exercise and aerobic (p = 0.975) were not significantly different. CONCLUSION: Overall, study findings indicate that aerobic exercise and anaerobic exercise for eight weeks resulted in a significant reduction in depression and anxiety, and the most significant differences were observed in training method. So, aerobic and anaerobic exercises are recommended to reduce the depression and anxiety.

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