Studies show that aerobic exercise can be as effective as anti-depressants in treating mild to moderate depression and with side effects like improved health and weight management rather than bloating and sexual dysfunction. In countries such as Australia, United Kingdom, and the Netherlands, official guidelines include exercise as a first-line treatment for depression. Although US guidelines have yet to change, at least one psychotherapist, Sepideh Saremi in Los Angeles, California, conducts on-the-run sessions with willing patients.

How does moving the body change the mind? A growing body of work-both in the lab and with patients-shows that there's more to it than endorphins, the well-known opioid the body produces during certain activities, including exercise. The emerging, more sophisticated view of running to improve mental health also takes into account long-term structural changes in the brain as well as subjective states like mood and cognition. Science continues working to explain the theory behind what runners already know from practice.

The more-immediate cognitive focus of a typical run also contributes to its effectiveness. "When we're overwhelmed with anxiety and depression, shifting from the big picture-all the frustrations, worst-case scenario thinking-to the small, in-the-moment task of doing something that approaches a goal, like running a four-mile loop with two hills, will kick off a positive feedback loop that continues throughout the run and takes our thinking and emotions out of the trench of negativity," says Laura Fredendall, Psy.D.

These changes in mood and thinking are more accessible for runners. In a 2008 study published in the Archives of Physical Medicine and Rehabilitation, ultramarathoners, moderate regular exercisers, and non-exercisers walked or ran for 30 minutes at a self-selected pace that felt somewhat hard. After the workout, everyone's mood had improved, but that of the ultramarathoners and moderate exercisers did so about twice as much as that of the sedentary people. Also, the ultrarunners and regular exercisers reported greater vigor and less fatigue after the workout than before, while the non-exercisers felt the same.

The reason is that runners can hold a good pace for a long time without going anaerobic, and that allows the physiological processes that lead to improved mood, according to Panteleimon Ekkekakis, Ph.D., a professor at Iowa State University who is a leading figure in the field of exercise psychology. "In sedentary folks, their ventilatory threshold-the point where exercise is no longer purely aerobic-is very low," he says. "So they get up off the couch, they take a few steps, they're already above their ventilatory threshold. If you're a regular runner, you have the cardiorespiratory fitness to sustain an exercise intensity that's associated with a feel-better effect."

What causes that feel-better effect? Although the quick answer is usually endorphins, they're not the only relevant aspect of brain chemistry. What's more, focusing on the nebulous "runner's high" ignores crucial changes in brain structure and thinking patterns that running can induce.

Neurogenesis occurs primarily due to a protein called brain-derived neurotrophic factor, which has been been called the Miracle-Gro of the brain. "It helps neurons fire and wire together," Fredendall says. Much of this happens in the hippocampus, an area of the brain that's often shrunken in people with depression. "MRI scans have shown that even after a six-month exercise intervention, there's a visible increase in the size of the hippocampus," Ekkekakis says.