The mind-body connection runs deep. Since your brain is in fact just a giant command center for your nervous system, and your nervous system is linked to the whole body, how you move directly affects your mind. The Romans had a phrase for this: mens sana in corpus sano (a sound mind in a sound body).
Your brain loves rewarding you for exercise, sending bursts of adrenaline, endorphins, and other “happiness chemicals” when you run, lift, jump and dance. Exercise increases what’s called brain-derived neurotrophic factor (BDNF), a protein responsible for growing and maintaining neurons, i.e., neuroplasticity. Furthermore, it has been shown to decrease the risk of Alzheimer’s diseaseand depression.
Physical activity clearly makes you happier, and yet about 1 in 4 American adults don’t exercise at all. Once again, our problems can be explained by an evolutionary mismatch between physiology and environment. Energy was the scarcest resource we had and we are meant to conserve it. Evolution naturally designed humans to store fats and use as little energy as possible, except where necessary to run from predators or hunt prey. The struggle for survival kept us fit. Yet with neither predators nor prey in the modern world and transportation that makes it easy to avoid expending energy, our species is ironically burdened with forcing ourselves to go to the gym.
Since exercise directly impacts your hormones and neurotransmitters, it is as an essential piece of mental training. I feel that many people are overwhelmed by the seeming complexity of exercise (like diet), which is understandable given that the industry benefits from selling new programs and exercises. But it boils down to this: the best exercise for you is that which you personally enjoy doing (and therefore will repeat regularly) and mimics our ancestors’ way of living, which involved endurance, explosive movements, elasticity, and lifting of heavy objects.
Just 20 minutes a day of running, swimming, weightlifting or yoga can have a big impact on your mental health - a small investment of time and energy with a big payoff.
 Gómez-Pinilla, Fernando, et al. "Voluntary exercise induces a BDNF-mediated mechanism that promotes neuroplasticity." Journal of neurophysiology 88.5 (2002): 2187-2195.
Ma, Qiang. "Beneficial effects of moderate voluntary physical exercise and its biological mechanisms on brain health." Neuroscience Bulletin 24.4 (2008): 265-270.
Choi, Karmel W., et al. "Assessment of bidirectional relationships between physical activity and depression among adults: a 2-sample mendelian randomization study." JAMA psychiatry (2019).