Demystifying Depression/Why Moderate Exercise May Sometimes Help
Why Moderate Exercise May Sometimes Help 
A moderate amounts of aerobic exercise seem to help many depressed and healthy individuals.
At last, a word of advice. If you think you have a depression, you should seek professional help. It might be tempting for some people to try to exercise their way out of a depression, but chances are you might actually be making your condition worse. See next section for details.