Antidepressive Effects of Exercise: Exercise has been clinically proven to reduce depression. Serotonin is a nerotransmitter which has antidepressant effects. It is increased during exercise. Norepinephrine, another nerotransmitter, is also increased during exercise. Norepinephrine levels in depressed individuals is typically lower than individuals without depression. These levels can be brought back to normal through exercise.
Another aspect of working out is the social interaction. Some studies indicate that being around other people reduces depression.