The aim of this thesis was to investigate the relationship between physical activity (PA) and depression in overweight women with Type 2 Diabetes Mellitus (T2DM). To do this, I conducted three linked studies. In Study 1, I examined the relationship between PA and depression in overweight women with T2DM. In Study 2, I explored the PA barriers and facilitators for overweight women with T2DM and depression, and in Study 3, I designed and implemented a psychological intervention aimed at increasing PA participation and adherence for overweight women with T2DM and depression.