President Roosevelt, in his first six (6) months in office, took a rather aggressive approach to combat the Great Depression.  Within 200 days in office, FDR established programs that would provide jobs for those who want one (relief), to re-establish the US banking and financial system (recovery), and to ensure a depression of this magnitude would not happen again (reform).  Congressmen and Senators called his vast program establishment "alphabet soup" because of all the acronyms of the programs.  For example, the Works Progress Administration was referred to as the WPA.  Most New Deal Programs would eventually be ruled unconstitutional by the US Supreme Court but Roosevelt did something (as opposed to his predecessor).  He provided leadership and guidance to the American people during a time when the American people needed it the most.  His fireside chats were very effective at gaining support for his programs.  

Most economists would agree that Roosevelt's programs did not end the Great Depression; time and World War II really ended the Depression.  However, his leadership during the 1930s is historically significant.  Desperate times need charismatic leaders with a strong direction and Roosevelt possessed both.