Depression and anxiety in youth are major public health concerns and represent a real challenge for care communities. This issue was further highlighted during the COVID-19 crisis with an increased prevalence and exacerbation of pre-existing symptoms. Yet, this is a crucial issue since psychological suffering in adolescence significantly disrupts daily life and is likely to persist or worsen in adulthood. It is therefore essential to put in place interventions for young people in psychological difficulties. However, there is a lack of evidence for an effective comprehensive strategy to alleviate depression and anxiety in youth. In adults, physical exercise has been introduced recently to the guidelines for depression treatment. Therefore, exercise as a complementary treatment in young people (10-24 years) should be also studied. In this context, the aim of this thesis is to investigate the antidepressant and anxiolytic effects of exercise in youth in school and psychiatric settings.