More and more researchers and physicians are coming to the conclusion that exercise can be as effective as antidepressants in reducing the symptoms of major depression.
Group or Solitary Both Work
Many studies have shown that exercise in a group setting is highly effective, and new research is beginning to suggest that solitary exercise, such as workouts at the gym or a daily jog, can be equally helpful.
Better Than Zoloft
Research on the subject has demonstrated that:
Boosts Energy
One probable cause is that exercise affects key brain chemicals like serotonin and dopamine, but physical activity may also trigger positive changes in other areas, such as by boosting energy. A more intense exercise regimen may be the most effective for that purpose.
As depressed individuals may have trouble breaking into an exercise routine, however, starting on a small scale and building up may be the key to success. 
