Depression is commonly treated with antidepressant drugs, and for some people, these may be the most effective treatment.
For mild or moderate depression however, regular excercise is known to work as well as medication in some people.
Exercise is also known to complement the use of antidepressant drugs, may prevent further relapses, and could help counter the slightly increased risk of heart problems recently linked to depression.
Although doing exercise may seem daunting during a period of depression, a gentle start is a good way to ease yourself into the habit.
If you live in the UK, you may be able to get referred to a tailored exercise programme, prescribed by your GP.
Link to more information from mentalhealth.org.uk