Introduction: Obesity is prevalent among users of Veteran's Health Administration services, where it is comorbid with depression, post-traumatic stress disorder, type 2 diabetes, cardiovascular disease, colon, and breast cancer. Among obese subjects, severe obesity represents a subpopulation with the highest risk of depression. We investigate the antidepressant effect of a local VA weight management program (Managing Overweight Veterans Everywhere - MOVE) among depressed veterans with severe obesity. Material and Methods: In a 10-week prospective pilot study, 14 clinically depressed veterans with severe obesity were recruited from: (1) the 2-week residential based intense MOVE program (IMP) (N = 7) and (2) the 10-week educational module of self-management MOVE program (SMP) (N = 7). Subjects had a Beck Depression Inventory, 2nd edition (BDI-II) score > 12 and BMI > 40 or BMI > 35 with associated to comorbid conditions. Concurrent treatment for depression such as medications or psychotherapy was excluded. The primary efficacy endpoint was the change in BDI-II score form baseline to week 10. Analysis consisted of linear mixed model with baseline BDI-II score as a covariate, and level of MOVE intervention (IMP vs. SMP), time, and time by treatment interaction as fixed effects, and random patient effect. Pearson's correlation examined the relationships between clinical and demographic variables and change in severity of depression by BDI-II scores. Secondary outcomes include weight loss and energy expenditure. Results: The sample was composed by 14 subjects (IMP = 7; SMP = 7) mostly unemployed (N = 9), married (N = 10), mid-aged (mean = 58.2, SD = 8.4), Caucasian (N = 13), male (N = 12), with recurrent depression (N = 11), and a mean overall duration of current depressive episode of 13.5 months (SD = 10.2). Out of 14 participants; seven had a family history of mood disorder, two had previous psychiatric hospitalization, three had a previous suicidal attempt, and eight had a history of substance use disorder. There was a significant decrease in severity of depression among all 14 (F3,36.77 = 5.28; P < 0.01); antidepressant effect favored the IMP compared to SMP at day 12 (F1,15.10 = 9.37, P = 0.01) and week 6 (F2,27.34 = 4.26, P = 0.03), but effect fell short of significance at week 10. The change in severity of depression measured by BDI-II score significantly correlated with total weight loss (r = -0.60; P = 0.04) and daily energy expenditure at 12 days (r = -0.67; P = 0.01), week 6 (r = -0.59; P = 0.03), and week 10 (r = -0.71; P = 0.01). Conclusions: Depressed veterans with severe obesity improved their depressive symptoms by participating in the MOVE program. Veterans in the IMP had greater but short-term antidepressant effect as compared to educational intervention for obesity. Future studies with larger sample size may elucidate the underlying mechanisms of weight reduction to improve depression and, more importantly, sustain response among veterans with severe obesity.