It can distract you from intrusive negative thoughts and emotions. Exercise can take your mind off of your problems and redirect your feelings. It can decrease stress hormones. Cortisol is a stress hormone. Exercise can boost endorphins, which are your body’s natural stress and pain relievers. Exercise can improve your confidence. If you’re unhappy with your physique and want to make a change, exercise can help you tone up. This can boost your mood and confidence.