I have read some studies that mild or moderate depression improves with exercise.
This does not seem to be the case for severe depression.

In my experience when I was the most ill, I would not shower if I had an appointment, I needed the energy to get to therapy. Once I got to the hospital, I would be early and sleep for 30 to 45 minutes in a cozy library.
Then off to group therapy, then home and my day was done.
Looking back, even that was like an extreme sport.

Like Xeneon-said so well
"To excerise when you have no will, no hope and no more energy to go on is impossible until you find the will to go on. Am I wrong?"

No one is wrong, as what works or worked for me, might not work for you, yet in the sharing of different experiences it opens doors to other possiblities.

I would add the only way to find the will is get help for the thoughts and actions that are labeled as depression. There is hope.
G1