Mental health experts believe that the benefits of physical activity should be accepted without the need for further studies.
Despite some criticisms that researchers have not found the specific reasons behind the impact of exercise on depression, experts at Harvard are calling for more promotion of the therapy, reports Reuters.
"Although it is no magic remedy, there is little to lose and everything to gain by trying to work off depression and anxiety," says an article in the Harvard Mental Health Letter.
Dr. Michael Craig Miller, editor-in-chief of the letter, added that it is obvious that "exercise is beneficial for mental health", although it has not been established how or why.
Physical activity has been found to improve depressive symptoms in adults and children, as well as reducing the impact of post-traumatic stress and anxiety disorders.
One theory is that vigorous exercise is connected with increased levels of endorphins and other "helpful chemicals in the brain", while a growth in self-esteem and alertness is also associated with regular activity.
Dr Miller acknowledged that many sufferers did not feel like doing any exercise but urged them to try adding just ten minutes of walking or jogging into their day, to see if it worked for them.