This randomized controlled trial aimed to evaluate the adjunctive effects of an affect-based, supervised, multimodal, online, and home-based exercise intervention on C-reactive protein (CRP) levels and depressive symptoms by comparing it to pharmacotherapy alone (antidepressants) over a 12-week period. The study specifically focused on CRP levels and their association with depression outcomes. Depressive symptoms and blood samples were assessed before (baseline - t0), during (Week 5 - t1), and at end of treatment (Week 12 - t2). The exercise intervention was designed to optimize positive affect during and after exercise, and considered each participant's preferred exercise intensity to enhance perceived effort, pleasure, and enjoyment. The study enrolled 59 adults and randomly allocated them into two groups: exercise group (EG; n = 26,76.9% females, mean age 28.5 years) and control group (CG, n = 33, 78.7% females, mean age 25.9 years). CRP levels reduced in the EG at t2 compared with t0 [p = .019; d = .64 (CI 95% -.04,1.24)], while the CRP did not change during treatment in the CG [p = .116; d = -.35 (CI 95% -.93,.16)]. At t2, EG showed clinically meaningful reductions in CRP compared to CG: [p = .043; d = .50 (CI 95% .14,1.30)]. For EG, the anti-inflammatory response predicted reductions in selfreported depressive symptoms (t = 2.066, beta = .438, p = .030). Given the significant role inflammation plays in modulating depression symptoms, our findings indicate that structured multimodal exercise programs, which can be delivered online, are effective in the management of depression and potentially have anti-inflammatory. Trial registration number: Brazilian Registry of Clinical Trials (ReBEC: RBR-4pgd3ct); Date of registration: 10/19/ 2023.