Health
The foundation said it was important that doctors did not just prescribe antidepressants for patients, and looked for other options.
Research has shown that exercise can help people with mild forms of depression by improving self-esteem - through better body image or achieving goals, and by relieving feelings of isolation which can fuel their depression.
It also releases feel-good brain chemicals such as endorphins.
The survey found there is now a wider belief by GPs that exercise therapy can be beneficial.
But half of the GPs questioned did not have access to an exercise referral scheme. Two thirds of these doctors said they wished they had.
More patients are also interested in how exercise can help them - one in six GPs say they have noticed an increase in the number of people asking whether exercise could help them.
Exercise programmes run by the Mental Health Foundation, partly funded by the Department of Health, are now available in Bedfordshire, Cambridgeshire, London, Northamptonshire, Redcar and Cleveland, and the Wirral.
People referred under the schemes are given a personal trainer who can devise a suitable exercise regime for them.
Results from the six areas will be published next year.
Professor Steve Field, chairman of the Royal College of GPs, said GPs did recognise the benefits of exercise in treating mental illness.