Introduction: To compare between the effect of aerobic exercise and yoga on depression in breast cancer women. Methods: Overall, 40 breast cancer women suffering from depression, aged 25-45 years, were divided randomly into two groups equal in number. Group A (n=20) received aerobic exercise, while group B (n=20) received yoga. Both groups received 24 sessions over an eight weeks’ period. Depression was evaluated pre and 8 weeks post intervention for all participants with Zung Self-Rating depression Scale. Results: there was a statistical significant decrease in the mean values of depression score in both groups: aerobic exercise and Yoga groups (p value <0.001) with percentage of improvement of depression score was higher in groups A (27.2%) versus in group B (17.48%). There was no statistically significant difference (p>0.05) between the groups (pre intervention) but post intervention there was significant improvement in depression in favor to the aerobic exercise group. Conclusion: Physical exercise and yoga are effective supportive interventions in managing depression in breast cancer patients. In addition, physical exercise was found to be superior to yoga in relieving depression.