According to the Swiss Health Survey one in five people will suffer from a major depressive episode at least once during their lifetime. Antidepressants and psychotherapy play a prominent role in patient management. In recent years, many studies have shown that physical activity also reduces depressive symptoms. Among mechanisms involved in the antidepressant effects of exercise, a recent study based on animal models of depression suggests that lactate may contribute to reducing depressive symptoms in response to physical activity. Elucidation of the mechanisms underlying the antidepressant effects of lactate may contribute to identify novel therapeutic targets for the treatment of depression.