Individuals who suffer from depressive symptoms experience a substantial impact on psychosocial functioning, physical health, mortality, and quality of life. In the search for therapeutic strategies, exercise has been found to play a relevant part in its treatment. However, the promotion of exercise entails adherence difficulties that arose out of the tendency towards sedentarism led by symptomatology. Personalised exercise plans on top of usual care have the potential to enhance behavioural changes and mental health. The present study aims at evaluating the changes in functioning deriving from a blended intervention merging a psychological intervention with a personalised exercise programme based on medical assessment. We will conduct a three-arm randomised controlled trial in which 172 participants suffering from mild-moderate depressive symptoms will be allocated to Intervention A (personalised exercise group programme + app with motivational messages), B (personalised exercise group programme + app with no motivational messages) or control group (app with no motivational messages). Data regarding global functioning, well-being, symptoms, physical activity, and exercise capacity will be collected at baseline, 4, 12, and 36 weeks. The results of this trial will provide information about whether this physical activity support programme may be efficient for improving mental and physical health outcomes. Trial registration: ClinicalTrials.gov NCT04857944 (accessed on 15 April 2021). Registered April 2021.