It's true that excercise and depression are often tied together, but do remember that excercise is not a cure-all.
I suffer from Seasonal Affective Disorder--while excercise makes me feel good in the summer when my moods are functioning 'normally,' it does nothing for my mood in the winter--and I am very active in the winter. I was in denial about my depression for years because I did not want to be pigeonholed as 'responsible' for my depression for not doing all the activities that used to give me pleasure. So I just kept up doing everything even though it did nothing for me. I was fit, always out of the house, got great grades in school--but underneath all that I was still a mess of paranoia, anxiety and depression.
Only medication and light therapy have made any sort of difference for my SAD.



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