Regular exercise can reduce depression. However, the uptake of exercise is limited in patients with end-stage renal disease undergoing hemodialysis. To address the gap, we designed a gamified non-weight-bearing intradialytic exercise program (exergame). The intradialytic exergame is virtually supervised based on its interactive feedback via wearable sensors attached on lower extremities. We examined the effectiveness of this program to reduce depression symptoms compared to nurse-supervised intradialytic exercise in 73 hemodialysis patients (age = 64.5 ± 8.7years, BMI = 31.6 ± 7.6kg/m²). Participants were randomized into an exergame group (EG) or a supervised exercise group (SG). Both groups received similar exercise tasks for 4 weeks, with three 30 min sessions per week, during hemodialysis treatment. Depression symptoms were assessed at baseline and the fourth week using the Center for Epidemiologic Studies Depression Scale. Both groups showed a significant reduction in depression score (37%, p < 0.001, Cohen’s effect size d = 0.69 in EG vs. 41%, p < 0.001, d = 0.65 in SG) with no between-group difference for the observed effect (p > 0.050). The EG expressed a positive intradialytic exercise experience including fun, safety, and helpfulness of sensor feedback. Together, results suggested that the virtually supervised low-intensity intradialytic exergame is feasible during routine hemodialysis treatment. It also appears to be as effective as nurse-supervised intradialytic exercise to reduce depression symptoms, while reducing the burden of administrating exercise on dialysis clinics.