BACKGROUND: Depressive symptoms are associated with various conditions and can exacerbate the outcome of somatic diseases. Transdiagnostic symptom-based approaches provide treatment flexibility, and exercise has demonstrated benefits beyond clinical symptoms. This work aimed to synthesise and establish the effects of exercise-based interventions on global functioning and quality of life in adults with transdiagnostic depressive symptoms, as well as their impact on clinical symptoms. METHODS: A systematic review was conducted following PRISMA guidelines. PubMed, Scopus and PsycINFO databases were searched from inception to April 2023. Eligibility criteria included randomised controlled trials involving adults with transdiagnostic depressive symptoms who received exercise-based interventions and provided details of the interventions. Comparators included treatment as usual or other active control groups. The Cochrane quality assessment tool was used for quality assessment. RESULTS: Fifteen articles involving 2064 participants were included. Data on study design, sample, intervention characteristics, and outcomes were extracted. Several trials demonstrated the expected positive effects of exercise on functioning (7/15). Most results supported the benefits of adjunctive exercise interventions on illness outcomes. LIMITATIONS: The studies had methodological limitations, including small sample sizes and an underrepresentation of somatic diseases. CONCLUSIONS: The functional consequences of exercise-based interventions targeting depressive symptoms are often understudied. Incorporating exercise routinely as an add-on treatment for transdiagnostic depressive symptoms could improve overall functioning, quality of life, and symptom severity. There is a need to expand the focus of exercise-based interventions to incorporate functional outcomes. Future research should address the methodological limitations and include a wider range of participants, including those with somatic diseases.