Professor of Psychology, Sonja Lyubomirksy has shown in her work how regular exercise rivals anti-depressants.

Clinically depressed individuals were brought into a lab. They were split into three groups. The first group was assigned to four months of aerobic exercise while the second group were administered an antidepressant medication (in this case Zoloft) and the third group got both.

The exercise group did three, forty-five minute sessions per week of cycling or walking/jogging at a moderate to high intensity.

Four months later it was shown that all three groups had experienced their depressions lift and reported fewer dysfunctional attitudes and increased happiness and self-esteem. A key finding was that aerobic exercise was just as effective at treating depression as was Zoloft, or as a combination of exercise and Zoloft.
Exercise is a lot less expensive, usually with no side effects apart from soreness or cramps. Perhaps even more remarkably, six months later, participants who had ‘remitted’ (recovered) from their depressions were less likely to relapse if they had been in the exercise group (six months ago!) than if they had been in the medication group” according to the professor. Enough said!!!