How does Exercise help Depression and Anxiety?

Exercise probably helps ease depression in a number of ways, which may include:
Releasing feel-good brain chemicals that may ease depression (neurotransmitters and endorphins)
Reducing immune system chemicals that can worsen depression
Increasing body temperature, which may have calming effects

Exercise has many psychological and emotional benefits too. It can help you:

Gain confidence. Meeting exercise goals or challenges, even small ones, can boost your self-confidence. Getting in shape can also make you feel better about your appearance.
Take your mind off worries. Exercise is a distraction that can get you away from the cycle of negative thoughts that feed anxiety and depression.
Get more social interaction. Exercise may give you the chance to meet or socialize with others. Just exchanging a friendly smile or greeting as you walk around your neighborhood can help your mood.
Cope in a healthy way. Doing something positive to manage anxiety or depression is a healthy coping strategy.