There is a simple reason for that it is called ENDORPHINS. Endorphins are a chemical which is released when you exercise. The amazing thing is that this chemical is a natural anti depressant. Yes you get your anti depressant without any cost, and without any side effects.
This is why after exercise you feel better. You might find your muscles ache, because you haven't exercised in a long time. But you will find that as you exercise, so your depression will ease a little. It might not clear, but it will certainly be helped through doing something as simple as exercise.
When you are depressed it is never easy to get out and exercise. You won't want to talk to different people but it is important that you do take some exercise each day. It might be a short amount of exercise done in the home, but soon you will see the benefit of pushing through all the problems and difficulties you are facing.
If you are feeling brave, then you might want to venture outdoors, and get some sunshine. People who suffer from SAD (seasonal affective disorder) find that a short time in the sunlight helps them. The sunlight will also help those who are suffering from depression. Or you might find that you have both medical problems.
Medical treatment is essential but some exercise will benefit sufferers from both illnesses. Taking that first step is a huge step, but you will be so proud of what you have achieved if you do take that step.
However hard it might seem, however black the tunnel you are in right now, there is slight relief if you start to exercise. Exercise will also raise your self esteem. You will become proud of that mile you walked. Every time you exercise you will see yourself getting victory over another goal. You will see yourself progressing, and of course you will have the added benefits of these wonderful chemicals being release by your brain. Endorphins are great, and you will benefit from them each time you exercise. That alone is the best reason you can have to start that exercise plan.