Why does exercise help with depression?

It increases BDNF and monoamine activity, reduces inflammation, improves sleep, and provides mastery and social contact. Trials show benefit comparable to medication for mild-to-moderate depression, with effect sizes that persist with continued activity.

Trials show benefit for mild to moderate depression comparable to medication, with aerobic exercise and resistance training both effective.

Roughly three sessions a week of 30-45 minutes at moderate intensity is the pattern most often studied. Starting smaller and building is better than not starting.