Yeah, this research has been out there. Exercise helped me overcome depression more than anything else. You might also be interested to know that getting a healthy amount of sleep and at least 20 minutes of natural sunlight are being shown to be potent anti-depressants as well. Changing to a healthier lifestyle turns out to be one of the best treatments of depression, and it has the opposite effect of the nasty side-effects of most SSRIs. By the way, it's supposed to be aerobic exercise like jogging or brisk walking. I took a class from a professor at my university who's doing a lot research on this, and it's absolutely fascinating. The neurochemistry is complicated, but these simple healthier lifestyle changes turn out to facilitate serotonin and other parts of the brain like anti-depressants are supposed to do, except this is a natural way to do it.