Literature search process
Data	Search process
PubMed, The Cochrane Libraryhe	#1“Exercise” [Mesh] OR “Aerobic exercise” [Title/Abstract] OR “physical exercise” [Title/Abstract] OR “resistance training” [Title/Abstract] OR “training” [Title/Abstract] OR “physical activity” [Title/Abstract] OR “sport” [Title/Abstract] OR “Ball sports” [Title/Abstract] OR “Physical and Mental Exercise” [Title/Abstract] OR “Martial Arts” [Title/Abstract] OR “yoga” [Title/Abstract] #2 “Depression” [Mesh] OR “Depressive disorder” [Title/Abstract] OR “Depressive symptom” [Title/Abstract] OR “Emotional depression” [Title/Abstract] OR “Depressive neurosis” [Title/Abstract] OR “Endogenous depression” [Title/Abstract] OR “Deurotic depression” [Title/Abstract] OR “Unipolar depression” [Title/Abstract] #3 “Inhibition function” [Mesh] OR “Cognition” [Title/Abstract] OR “Cognitive performance” [Title/Abstract] OR “Cognitive” [Title/Abstract] OR “executive function” [Title/Abstract] #4 Randomized controlled trial [Publication Type] OR “Randomized” [Title/Abstract] OR “controlled” [Title/Abstract] OR “Trial” [Title/Abstract] #5 #1 AND #2 AND #3 AND #4
Web of Science	#1 TS = (“Exercise” OR “Aerobic exercise” OR “physical exercise” OR “resistance training” OR “training” OR “physical activity” OR “sport” OR “Ball sports” OR “Physical and Mental Exercise” OR “Martial Arts” OR “yoga”) #2 TS = (“Depression” OR “Depressive disorder” OR “Depressive symptom” OR “Emotional depression” OR “Depressive neurosis” OR “Endogenous depression” OR “Deurotic depression” OR “Unipolar depression”) #3 TS = (“Inhibition function” OR “Cognition” OR “Cognitive performance” OR “Cognitive” OR “executive function”) #4 TS = (“Randomized controlled trial” OR “Randomized” OR “Controlled” OR “Trial”) #5 #1 AND #2 AND #3 AND #4
Embase	#1 “Exercise”[exp] OR “Aerobic exercise”[ab,ti] OR “physical exercise”[ab,ti] OR “resistance training” [ab,ti] OR “training” [ab,ti] OR “physical activity” [ab,ti] OR “sport” [ab,ti] OR “Ball sports” [ab,ti] OR “Physical and Mental Exercise” [ab,ti] OR “Martial Arts” [ab,ti] OR “yoga” [ab,ti] #2 “Depression”[exp] OR “Depressive disorder” [ab,ti] OR “Depressive symptom” [ab,ti] OR “Emotional depression” [ab,ti] OR “Depressive neurosis” [ab,ti] OR “Endogenous depression” [ab,ti] OR “Deurotic depression” [ab,ti] OR “Unipolar depression” [ab,ti] #3 “Inhibition function” [exp] OR “Cognition” [ab,ti] OR “Cognitive performance”[ab,ti]OR “Cognitive” [ab,ti] OR “executive function” [ab,ti] #4 “Randomized controlled trial” [exp] OR “Randomized” [ab,ti] OR“Controlled” [ab,ti] OR “Trial” [ab,ti] #5 #1 AND #2 AND #3 AND #4
CNKI	(Exercise + Aerobic exercise + resistance training + training + physical activity + sport + Anaerobic sports + Ball sports + Physical and Mental Exercise + Martial Arts + yoga)AND(Depression + Depressive disorder)AND(Inhibition function + Cognition + Cognitive performance + executive function + Cognitive)
Wan fang; CQVIP	(Exercise OR Aerobic exercise OR resistance training OR training OR physical activity OR sport OR Ball sports OR Physical and Mental Exercise OR Martial Arts OR yoga) AND (Depression OR Depressive disorder) AND (Inhibition function OR Cognition OR Cognitive performance OR executive function OR Cognitive)
	PICOS inclusion criteria
PICOS	Inclusion criteria
Participants	Subjects conforming to any diagnostic standard as per the International Classification of Diseases (ICD) or the Diagnostic and Statistical Manual of Mental Disorders (DSM).
Intervention	The intervention for the experimental group consists of exercise or exercise‐based intervention in addition to what the control group receives.
Control	The control group receives conventional treatment (pharmacotherapy, stretching exercises, or no intervention).
Outcome	Indicators related to inhibitory function, including: 1. Stroop test; 2. Go/No‐Go test; 3. Flanker test.
Study design	Randomized controlled trial

Abbreviations: C:comparison;I:intervention; O:outcome;P:population; S:Study design.