Answer:
According to an article published in US National Library of Medicine, depression and anxiety can be treated with exercise.
The truth is that there are plenty ways to treat depression and every single person has a different way to overcome from it, this means that a specific treatment that perfectly works for one, it won't necessarily work for another person.
However, depression treatment through exercise is a most common way to overcome, because physical activity gets to work neurotransmitters like serotonin and dopamine, which are responsible for regulating moods and pleasures. Experts even compare exercise with anti depressive drugs, because it can reach the same result.
In addition, exercising will make depressed people to socialize more, which is crucial to overcome. Also, exercise treatments is better because the person won't consume drugs that will get him/her side effects.