--- - |2+ Abstract Background Exercise is a well‐established treatment for depression, and its use in clinical care is supported by consumers and clinicians. However, whether public health messages regarding the benefits of exercise for depression have translated to public knowledge remains unknown. This study aims to examine the community's mental health literacy, and views regarding exercise delivery for people with depression. Methods A vignette was presented as part of the telephone‐based 2017 National Social Survey (n = 1,265). Interviewees identified what (if anything) was wrong with the person described, who they should seek help from, whether exercise might be beneficial, and how exercise should be delivered for the person described in the vignette. Results are reported using descriptive statistics. Results From 1,265 respondents (response rate = 24%, n = 598 males, mean age 54.7 years [range 18–101]), almost two‐thirds correctly identified the condition described in the vignette as depression. There was widespread support for seeking help from a general practitioner. Exercise was well supported in the treatment of the person described in the vignette, with general practitioners and accredited exercise physiologists highlighted as persons to consult regarding exercise. Views regarding the type of program were consistent with current best practice recommendations. Conclusions Australian adults demonstrate a high level of exercise and mental health literacy. The high level of support for accredited exercise physiologists is evidence of the effectiveness of health promotion campaigns from peak exercise professional agencies. - Depression and Anxiety, EarlyView.