Depression is a malady that, in its worst form, can be psychologically devastating. It can render a person's life partially or even totally unenjoyable. Depreesion can and does, on occasion, lead to suicide. Although depresion is a catch all term for a disease with many forms, still, it might be viewed as a disease with three overarching varieties:
1) There is a type of depression that is pharmacologically based- that is, it may be caused by a chemical imbalance, and/or a hormonal imbalance. For example, there is manic-depression, which is often treated with drugs such as lithium and other such agents;
2) There is the type of depression that pretty much everyone has at one time of another, and that is depression that stems from the loss of a loved one, or the death of a pet, or from any serious negative event in one's life. This might be termed "situational" or "event driven" depression, and this might be seen as a "normal" reaction to a bad event in one's life;
3) The third kind of depression is much more difficult to describe and treat, and that is what one might call, "existential depression". This is where a person is depressed at the very fact of the nature of existence- that is, all of the conundrums and vagaries of the world- the very fact that the person is alive- this is found to be depressing- often with a free floating anxiety is pervasive within that person. This type of depression can even be labeled as a form of philosophy- that a person is reacting to the uncertainties of the world and this "reaction" is depression itself.
Given all three kinds of depression as outlined herein, the good news is that exericse and being in shape can very often- almost always- be a very effective antidote to all of these depression types. This is not to say that it is easy to overcome all depressions. Serious counseling may very well be necessary, sometimes combined with a pharmacological approach (drugs), but even in those cases, exercise can always be a very useful adjunct to helping a person feel better.
Exericse can itself increase the body's ouptut of endorphins- hormones that help a person to feel better. Further, by getting into better shape, a person often develops a better feeling of self worth. Also, a person can set his or her own personal fitness goals- and goals, all by themselves, can help a person out of depression.
There is no cure-all, necessarily, but as with everything in life, if one puts in some effort, a way out can often be found. It is not often very easy- few things in life are- but with a little time, and effort, a person can make significant headway against depression, and she can lead a more normal life.