Exercise seems to be a pretty effective way to help with depression. The mental health foundation in the UK has a useful online booklet that gives some reasons why it can be helpful:

Exercise is believed to increase the release of the brain chemicals that affect our mood and make us feel happier.

Exercise helps us to get active and meet new people. This stops us from feeling isolated and unsupported.

Exercise can give us new goals and a sense of purpose.We have something positive to focus on and aim for.

Exercise can boost our self-esteem – it can improve the way we look and how we feel about ourselves.

The online booklet also gives a few suggestions for getting involved in exercise, but some of the information is specific to the UK. Other websites offer other suggestions; FamilyDoctor.org offers some practical advice, including warming up and stretches, while LifeHack.org offers some interesting approaches.

There are a lot of suggestions out there, so maybe it’s better to go ahead and do it? Pick something you think you might enjoy (even just something small), and give it a shot! See what difference it’ll make.