It may be the last thing you feel like doing when you’re depressed, but going for a run or hitting the gym can actually make you feel better. When done regularly, 30 minutes or more of vigorous exercise has been shown to improve the symptoms of depression. In one study, patients who worked out regularly on a treadmill or stationary bike for 12 weeks saw the severity of their symptoms reduced by nearly 50%. Exercise has short-term benefits too: Other research has found that workouts can boost your mood for up to 12 hours.