A pilot investigation was conducted on 25 adolescents, ages 11 to 18 years, admitted to a six-bed psychiatric unit in a university hospital in order to explore relationships among motor proficiency and categories of depressive illness. The investigators endeavored to determine whether (a) depressed adolescents would perform as well as normals on the Bruininks-Oseretsky Test of Motor Proficiency and (b) whether the method of diagnosing major depressive episode (MDE), using DSM-III criteria or the Dexamethasone Suppression Test, was related to motor proficiency. Results indicate that depressed adolescents performed less well on balance, bilateral coordination, upper limb coordination, and response speed than normals. Major depressive episode (MDE) patients, as defined by the Dexamethasone Suppression Test, performed less well than patients with Adjustment Disorder with Depressive Mood. Patients diagnosed as MDE on the basis of DSM-III criteria had motor proficiency scores similar to those of the other patients with depressive mood adjustment disorders. The method of diagnosis is critical if prescribed physical activity therapy is to be effective.