The prescription for a case of the blues might be a pair of running shoes and advice to get moving. A new study from the U.K. adds to the growing evidence that exercise really can fight depression—and make you less likely to develop it in the first place.

In the study, active people reported fewer symptoms of depression than their sedentary peers, a reduction that became more pronounced the more often they exercised. In fact, the researchers estimated that an inactive adult who begins to exercise three times a week can cut his or her risk of depression by 19 percent.

While it’s not exactly a groundbreaking finding—exercise has been linked to a reduction in depression for years—the scope of the study adds heft to the claims, according to Madhukar Trivedi, M.D., a professor of psychiatry at UT Southwestern Medical Center.

That’s because it looked at more than 11,000 people over three decades, so the researchers were able to study the effect of exercise on depression on the same people over a substantial amount of time.

Even though it seems clear that exercise can improve depression symptoms, the way in which it does so is foggier. In this U.K. study, the researchers hypothesize that it could be an indirect link—like by providing distraction from stressful situations or influencing things like diet or sunlight exposure.

But they also think it’s possible that exercise can actually be working directly on your brain.

How Exercise Can Affect Your Brain

We don’t know how exactly exercise helps, but that’s not so strange in the world of depression. In fact, we don’t really understand the exact mechanism involved in a lot of antidepressants, says Dr. Trivedi.

And a lot of what we do know about exercise is gleaned from animal studies. But one potential cause that seems especially promising is related to neurogenesis, or the growth of new neurons in the brain, says Dr. Trivedi.

According to this theory, new neurons are normally produced in a part of the brain called the hippocampus. This is necessary to maintain proper mood control. But studies have shown that depressed people tend to have smaller-sized hippocampi. Researchers think it might be because they’re not producing enough new neurons.

Exercise, on the other hand, is thought to spark the production of new neurons, possibly by increasing the levels of certain endorphins, a 2006 review in Journal of Psychiatry and Neuroscience concluded. This can help alleviate depressive symptoms.

That said, a Swedish study just published in the journal Cell introduces an interesting new theory: Exercise causes changes in your muscles, which helps purge the blood of a substance produced by stress that can harm the brain.

The researchers bred mice to have high levels in their muscles of a specific protein called PGC-1a1. The levels of this protein have previously been shown to spike with exercise. When they exposed these mice and regular mice to the same stressful situations, they found very different results.

“Although all the animals perceived stress, the mice with more PGC-1a1 in their muscles did not develop depressive-like behavior,” says study author Jorge Ruas, Ph.D.

That’s because those mice also had higher levels of an enzyme called KAT. The researchers think that KAT is important because it breaks down a certain substance formed during stress that’s linked to depression. This prevents it from passing from the blood to the brain.

Sure, it’s interesting in mice, but people are another, well, animal. So in order to see if the link holds up in humans, the researchers tested people’s muscles after three weeks of endurance training. They found their levels of both the protein and the enzyme increased. More research is needed, but this shows that the same mechanism may play a role in how exercise protects against depression in people, too.

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