Two primary study aims will be addressed by Program ACTIVE II: 1) to compare changes in glycemic control across intervention groups to UC at POST and 6- and 12-month follow-up assessments; and 2) to compare changes in MDD outcomes across intervention groups (i.e. CBT, EXER, CBT+EXER) to usual care (UC) following intervention (POST) and 6- and 12-month follow-up assessments.