Exercise can be of help when suffering from depression. I wouldn’t go that far that exercise is an antidepressant but it is to my opinion a valuable adjunctive treatment to several other treatments such as antidepressants or cognitive behavioral therapy.
On Brandweek NRX a recent placebo-controlled study published in the September issue of the journal Psychosomatic Medicine is discussed.
Conclusions: The efficacy of exercise in patients seems generally comparable with patients receiving antidepressant medication and both tend to be better than the placebo in patients with depression.
Placebo response rates were high, suggesting that a considerable portion of the therapeutic response is determined by patient expectations, ongoing symptom monitoring, attention, and other nonspecific factors.
Researcher form the department of clinical psychology of the Vrije Universiteit in Amsterdam, The Netherlands did a meta-analysis to examine the effects of activity scheduling on depression, on the relative effects of activity scheduling compared to other treatments and on the longer term effects.
You can read the results and a comment on this study on this blog: Activity Scheduling for treatment of depression
An Italian study also found evidence for antidepressant properties of exercise
Want to start but don’t know how, read these 42 Exercise Hacks on Finding Optimism