The purpose of the present study was to investigate the effect of aerobic exercise, virtual reality and dual tasks exercise on motor function and depression in depressed MS patients. 48 women MS patient with a mean age of 42/13± 8/21 participated in this study and were randomly divided into three experimental groups and one control group. The aerobic exercise group practiced aerobics for eight weeks, two sessions per week. The virtual reality group in the virtual environment and the dual tasks group were intervened simultaneously using aerobic training and virtual reality. The control group also continued their daily activities. Beck Depression Inventory, Functional Achievement Balance Test and 10 m Walking in pre- and post-test were used. The results of paired t-test showed that gait, balance and depression improved significantly in pre-test to post-test exercise groups (P≥0.05). Covariance test was used to compare walking, balance and depression in the research groups and the results showed that there was a significant difference between the post-test scores and balance in the research groups (P≥0.05). The results of Bonferroni post hoc test also showed that there was a significant difference in the variables of gait, balance and depression between the combined exercise group with the aerobic and control groups (P≥0.05). Finally, the results confirm that dual tasks more than aerobic exercise and virtual reality lead to improved balance, gait and depression in depressed MS women, and this type of exercise can be a good intervention to improve motor function and depression in these people.