You can't mention that to them! It offends them! They claim either 1.) the depression leaves them with no energy to exercise or 2.) they have "conditions" that prevent physical effort.  There was an article in Self by a woman complaining about being prescribed exercise for her depression and anxiety. She complained that she's lethargic (though not too lethargic to write an article about how she's lethargic), about how gyms can trigger her anxiety (despite the fact that you can exercise in total privacy at home), etc. They will literally come up with any excuse they can to continue sitting around feeling bad about themselves.