PsychCentral.com reports that researchers at the UT Southwestern Medical Center have found that about half the people who aren’t getting the results they want from antidepressants benefit from the addition of an exercise program.
Both moderate and intense exercise have benefits, but the study showed that moderate exercise was more effective for women whose families had a history of mental illness, but intense exercise worked better for women whose families had no such history.
For men, intense exercise is more effective.
Other studies have also suggested the exercise can be a powerful antidepressant for people not taking medication.
As someone who has suffered from depression, I know that the challenge is to motivate yourself to exercise when you’re in a slump.
One way to do it is to identify a desirable target destination that is within walking distance—maybe a nice coffee shop, or a book store, a library, or a park, for instance. Then walk briskly there and back.
If you don't have a dog, see if you can borrow one to take for walks (most owners would be delighted)--research has also shown that the company of animals can reduce depression.
For most people these options are more appealing than going to a gym, and can help until you’re ready for more intensive exercise like swimming, running, or using a stationary bike or cross-trainer.
Another strategy is to hire a personal trainer for a few sessions; you're less likely to decide not to go if you've paid and someone is waiting for you.
If your depression is severe, seek help from a doctor or therapist. Unfortunately even intelligent and well-meaning friends often don't understand the nature of clinical depression and their advice to 'cheer up!' or reminders that other people have it worse will only depressy you further.