How Exercise May Boost Your Mood The research is mixed, but many depression sufferers swear by it

If Jennisse Peatick, 36, ever had to stop exercising—well, the idea leaves her almost speechless. She doesn't know what would happen. "I started exercising because I was getting fat and I realized it was helping me deal with my ongoing depression," she says. Now the competitive cyclist and triathlete from Hillsborough, N.J., takes her daily exercise as regularly as she takes her antidepressant medication.

Exercise seems to be particularly important for some people. In a 2007 study in the journal Psychosomatic Medicine, depressed people who were engaged in an exercise program recovered about as well as people who took medication. Both groups did better than a third group that got only a placebo.