Numerous studies over the years have shown positive connections between exercise and improvement of both depression and anxiety.  Past studies looked at depressed patients that were treatment responders to individual therapy and medications were then split into two groups.  One group continued traditional treatments and also started a moderate exercise regimen.   The other group only continued therapy and medications.  The group that added exercise showed improved stability of symptoms and reduced relapse rates over the group that did not initiate exercise.  This data has been supportive of the holistic treatment of depression.  Treatment plans that utilize lifestyle changes like diet and exercise to maximize improvement, in addition to the use of traditional individual therapy and medication management to achieve more favorable outcomes.

A recent study in The American Journal of Psychiatry looked at the rate of future depressive episodes and the impact of exercise on that rate. The study followed a cohort of 33,908 adults for 11 years.  The study determined that exercise, independent of the intensity level, reduced the rates of developing depression.  Leisure time exercise of one hour duration, one time a week was sufficient to reduce the potential of developing an episode of depression by 12%.  Interesting, the rates of anxiety did not show any rate reduction from exercise in this study.

The authors of the study noted that the social and physical health benefits of exercise explained a small proportion of the protective effect. Previously proposed biological mechanisms, such as alterations in parasympathetic vagal tone, did not appear to have a role in explaining the protection against depression.
They concluded that regular leisure-time exercise of any intensity provides protection against future depression but not anxiety. Relatively modest changes in population levels of exercise may have important public mental health benefits and prevent a substantial number of new cases of depression.