Population-based, prospective cohort studies provide substantial evidence that regular physical activity protects against the onset of depression symptoms and major depressive disorder. Evidence is insufficient to draw conclusions about bipolar disorder and other mood disorders.

Substantial evidence also suggests that physical activity reduces symptoms of anxiety and poor sleep, as well as feelings of distress and fatigue, and enhances well-being. Physical activity generally appears equally beneficial for adults regardless of age, sex, race/ethnicity, or health status, but few studies have directly compared benefits or hazards of physical activity among those population segments.

Current evidence supports the conclusion that regular participation in moderate-to-vigorous physical activity, consistent with current public health guidelines, confers mental health benefits when compared to participation in low levels of physical activity or a sedentary lifestyle.

Source: U.S. Department of Health and Human Services, Physical Activity Guidelines Advisory Committee Report, Part G. Section 8: Mental Health.