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The aim of this thesis was to evaluate and compare four therapist-supported Internet-administered treatments for depression. Three studies were conducted. The first was a systematic review to determine the most effective mode and dose of physical activity (PA) for treating major depressive disorders (MDDs), and to suggest guidelines and recommendations for clinicians. These recommendations included that the PA needs to be individually customized, performed for at least 30 minutes, preferably under supervision, and with a frequency of at least three times per week to be effective for treating MDDs. Recommendations, however, must be viewed in light of the relatively few studies that match the inclusion criteria. The second study aimed to empirically evaluate and compare the effect of four therapist-supported Internet-administered treatments for mild to moderate depression. Two of the treatments were based on PA and two on behavioural activation (BA). One PA group was provided with a rationale; whereas, the other was not. The treatment in one BA group was based on Lewinsohn’s model and the other on Martell’s model. Results showed that all groups (including the control group) significantly reduced their depressive symptoms. Group comparisons revealed that three of the four treatment groups (all except the PA group that did not receive a rationale) had a significantly greater symptom reduction than the control group. This suggests that some sort of rationale is important for symptom reduction. The third study aimed to examine if a relapse prevention program would affect symptom change during a 24-month follow-up. We also examined if symptom change during the acute phase (AP) treatment period predicted symptom change during the follow-up period. A third and final aim was to examine if the number of symptoms post-AP treatment predicted symptom change during the follow-up period. The initial analysis indicated that the introduction of a relapse prevention program did not affect symptom change during follow-up. The symptom change during AP treatment did predict symptom change during follow-up for three of the four treatment groups (all except one of the BA groups). The number of symptoms post-AP treatment, however, did not predict symptom change during follow-up for any of the treatment groups. The main conclusion from this thesis is that PA seems to be effective for treating and preventing depressive symptoms. PA with a rationale is more effective than without one, and an understanding of the person’s situation is important for a treatment outcome. If a symptom change can be achieved during the acute phase, the likelihood for symptom change during the follow-up increases.