Most people would not want to be working out if he/she is experiencing depression or anxiety, but exercise is being shown to be great a reducing the symptoms associated with both.
Exercise has both physical and psychological benefits in reducing depression and anxiety, and most people are unaware of the positive benefits they have.
Depression can be reduced by simply taking your mind away from your problems; allowing you a chance to get away from many of the negative thoughts that are associated with depression and anxiety. Exercise is also shown to be great at releasing brain endorphins. Much like the endorphins found in natural cannabis, the brain when exercising releases "feel good" chemicals that can improve your overall mood.
There are psychological benefits of exercise on depression and anxiety as well. A person who exercises can see a boost their overall confidence. Setting and achieving small goals can make a person feel better about themselves, making them want to exercise more. Exercise is also a great way to make social connections with others; improving your overall mood by
being around friendly people instead of being by one's self, feeling lonely.