[header] How to cope with anxiety and depression [title] Exercise regularly. [step] Not only does regular exercise reduce the likelihood of heart disease and other illnesses, it has also been shown to treat both depression and anxiety. There are various explanations for why this occurs. 
First, exercise releases endorphins, a feel-good chemical in the brain that improves mood. It also reduces certain immune system chemicals that cause depression and raises the body temperature, which promotes relaxation.