It's hard not to feel good—or at least better—after exercising. On a psychological level, taking care of your body bolsters self-confidence and imparts a sense of self-control. It also promotes a positive body image, especially important if you're struggling with weight gain, a potential side effect of antidepressants.
Physiologically, exercise increases the flow of oxygen throughout the body, stimulates the nervous system, and affects levels of brain chemicals like serotonin, which, in turn, relieve tension, induce calm, and make it easier to handle anxiety and stress. In addition, hormones called endorphins are released by the pituitary gland during exercise, creating a sense of well-being. It's this endorphin rush that accounts for what's known as the "runner's high," a euphoric feeling brought on by vigorous exercise.
Research has confirmed the runner's high, including a 2008 German study published in Cerebral Cortex. Ten healthy, male athletes received positron emission tomography (PET) scans to measure endorphin activity in the brain before and after a two-hour endurance run; they were also asked to record their feelings of happiness before and after.
The PET scans showed endorphin activity was greater after exercise, as the hormones attached to receptors on the prefrontal and limbic/paralimbic brain regions associated with emotions. The runners also rated their happiness as higher after the run than prior to it, and that emotion correlated with increased endorphin activity.