Aerobics are more effective at treating depression than the leading anti-depressant drug. Since no one is going to be making tens of billions of dollars on encouraging you to exercise, it has not received the amount of funding for studies that antidepressant drugs have received.
Exercise vs. Drugs for Depression: Aerobic exercise interventions found comparable to antidepressant medication in the treatment of patients with major depressive disorder. Volume 23, Number 11. Released March 11, 2015.
Jürgen Margraf and Silvia Schneider, both well-known psychologists at the University of Bochum in Germany, claim that psychotropic drugs are no solution to mental health issues in an editorial for the latest issue of the journal EMBO Molecular Medicine. They argue that the effects of psychiatric drugs for depression, anxiety, and ‘ADHD’ are short-lived and may have negative long-term consequences.
Ketamine: a potential rescue drug for depression takes a step forward For years, physicians have been inching their way to a better understanding of how -- and how well -- the drug ketamine, a "twilight drug" used to sedate some patients before a painful procedure, can lift someone with severe depression almost immediately from the abyss. http://www.latimes.com/science/sciencenow/la-sci-ketamine-depression-20130521-story.html