Abstract: This paper provides a comprehensive review of the cutting-edge evidence regarding the role of physical exercise in preventing and improving brain structure and function among depressed adolescents over the past few years, also proposes an exercise intervention model tailored for them. The complementary and positive role of physical exercise in preventing and improving adolescent depression was highlighted, beyond the traditional framework of pharmacotherapy and psychotherapy. By integrating significant neuroimaging findings emerged in recent years regarding the brain mechanisms underlying adolescent depression, the health benefits of physical exercise interventions on their brains were elucidated. The potential applications of emerging machine learning technologies and smart wearable devices were emphasized. With the three aspects above, and in conjunction with a three-tiered framework of universal, selective, and indicated interventions, it is proposed that future directions of the precise exercise intervention prescription should develop along leveraging the strengths of behavioral measurement, brain imaging technology, intelligent wearable devices and machine learning at different levels.