The hospitalised patient with depressive features requires defined strategies such as pharmacology, interventions in family dynamics, psychoeducation, psychotherapy and occupational therapy so that he/she can develop his/her abilities in the best possible social context. Physical exercise as a tool for rehabilitation facilitates the patient's early recovery and maintains his or her physical, cognitive and social abilities in good condition. Therefore, a methodological proposal is presented for the implementation of a physical exercise programme that provides strategies to favour the social reintegration of hospitalised patients and that is accessible to the professional who participates in rehabilitation programmes.