UNLABELLED: Recent studies have demonstrated impaired balance performance in patients with major depressive disorder (MDD) in comparison to healthy controls (HC), which is likely to be related to deficits in integration of visual and proprioceptive inputs necessary for efficient postural control. In parallel, considerable literature supports the positive effects of a walking program on depressive symptoms. Thus this study aimed to determine the effects of a two-month walking program on implicit postural control strategies in MDD. Compared with twelve age- and body mass index-matched non-psychiatric HC (mean age 50.41 ± 6.93 years; five women), nine MDD (mean age 51.88 ± 10.01 years; five women) performed two sessions of standing postural control assessment, separated by eight weeks of the walking program, while the HC were only assessed at t0. The walking program included one-hour supervised walking sessions, three times a week over a two-month period. Postural performance was assessed by various center of pressure (COP) parameters, in particular those that bound the COP velocity of postural sway. The primary findings were that MDD patients exhibited positive physical activity-related changes in postural performance, with a decrease in body sway in the most difficult condition (with a foam surface). The real impact of the walking program on COP velocity-based variables suggests that MDD patients improved their ability to make more efficient postural corrections, which is useful for daily activities and autonomy. A balance assessment in the clinical screening routine might be used as a new index of the effectiveness of walking programs recommended for people with depression. TRIAL REGISTRATION: This study is registered at http://clinicaltrials.gov/: NCT01995422.