The kynurenine pathway (KP) and the endocannabinoid system (ECS) are known to be deregulated in depression and obesity; however, it has been recognized that acute physical exercise has an important modulating role inducing changes in the mobilization of their respective metabolites -endocannabinoids (eCB) and kynurenines (KYN)- which overlap at some points, acting as im-portant antidepressant, anti-nociceptive, anti-inflammatory, and antioxidant biomarkers. There-fore, the aim of this review is to analyze and discuss some studies performed recently to investigate the potential interactions between both systems, particularly, those related with exercise-derived endocannabinoidome and kynurenine mechanisms and to elucidate how, the prescription of physical exercise could represent a new approach for the clinical manage of these two conditions.