Purpose: This research was conducted to compare the effects of drug therapy, physical therapy, and exercise on pain, disability, and depression in patients with chronic low back pain. Methods: The research design of this study was a nonequivalent control group pretest-posttest design. The subjects of this study were 28 patients for the drug therapy & physical therapy, 24 patients for the drug therapy & exercise, and 22 patients for the physical therapy & exercise. Data was collected by MVAS, Oswestry disability questionnaires, and questionnaires of depression. It was analyzed by paired t-test for effectiveness, ANOVA, and Scheffe for comparison of the effects of the 3 experimental treatments, using SPSS/WIN 12.0. Results: There were no effects of drug therapy & physical therapy on pain, disability, and depression. However, there were effects of drug therapy & exercise and the physical therapy & exercise on pain, disability, and depression. The effects of physical therapy & exercise on pain, disability, and depression were the greatest, but there was no statistically significant differences between the drug therapy & exercise and the physical therapy & exercise. Conclusions: Exercise is regarded as a more effective and easily accessible nursing intervention to apply alone than drug therapy or physical therapy simultaneously in reducing pain, disability and depression.