Exercise can help to release endorphins, which are hormones that have mood-boosting properties,” says Ashley Holm, a licensed social worker and master of social work. “Endorphins can help to improve your mood and make you feel more positive. They can also help to reduce stress levels.” “In addition to endorphins, exercise can also help to increase levels of serotonin,” she adds. “Serotonin is a neurotransmitter that is responsible for regulating mood. When levels of serotonin are low, it can lead to feelings of depression. Exercise can help to increase levels of serotonin, which can improve your mood and reduce your risk of developing depression.