Although exercise may be the last thing you feel like doing when you're down in the dumps, research shows that it can definitely help. Exactly how exercise boosts your spirits isn't fully known, but there's evidence showing it increases neurotransmitters in the brain that regulate mood. Working out also improves sleep, reduces muscle tension, lowers levels of the stress hormone cortisol, and raises body temperature—all of which can help banish your bad mood.

If going to the gym seems like too much effort, don't go. There are many other ways to exercise besides hopping on a machine or joining a class. First, figure out what you like to do. Are you a gardener? Do you enjoy long nature walks? How about just kicking a ball around with the kids? And don't feel that if you don't exercise vigorously for an hour you're a failure. Even ten or 15 minutes at a time counts toward improving your health and your mood. Start small, and work up to a half-hour a day or more.  The less you think of exercise as a burden and the more you see it as something positive you do for yourself-a kind of self-medication-the more likely you'll be to stick with it longer.

Once you start getting physical, you'll probably notice your emotional state improving, too. One reason for this is increased confidence. When you're active, you enjoy a feeling of accomplishment. Ticking off an extra mile on your walk or lifting a heavier weight than you've ever tried can give you a much-needed boost in self-esteem. And since there's a good chance you're looking better since starting to exercise, you're probably feeling better as well. Exercise also offers you a distraction. When you're trying to keep up with the others in your water aerobics class, there's no time to focus on your own misery. And speaking of that class, you're interacting with people. From changing together in the locker room to doing that last set of kicks side by side, you're working together toward a shared goal. You don't have to become best friends with everyone you meet while exercising, but simply saying hello and enjoying a brief conversation can go a long way toward reminding you that you're not alone in this world.

Finally, give yourself a break. If you simply can't muster the energy to exercise one day, let it go. Getting into the exercise habit is a process, not a test of your self-worth. You're not a failure if you miss a session or two. Remember that tomorrow is another day with another chance to do something good for yourself.