Research demonstrates that exercise interventions are effective in decreasing depressive symptoms; however, these treatments are infrequently implemented in clinical practice. Self-management techniques offer an effective, cost-efficient approach to teaching individuals with depression to engage in increased physical activity. This study evaluated a treatment package including goal setting, self-monitoring, and feedback for increasing participants’ daily steps. Secondary measures included depressive symptoms, sleep quality and duration. A changing-criterion design within a concurrent multiple baseline design across two participant dyads was used. Results demonstrated that the treatment was efficacious for increasing walking in participants, with varying degrees of consistency. Additionally, increased walking may improve sleep duration. Mid-treatment scores on the University Student Depression Inventory showed decreases in some symptoms (i.e., lower total and, or subscale[s] scores) suggesting walking may be associated with a decrease in some symptoms. Clinician ratings on the Clinical Global Impression Scale indicated that the change in symptoms were significant