when stress affects the brain, it has many nerve connection, the rest of your body feels the impact as well. so the reason your body feels better after you exercise is because you are producing endorphin (chemical in the brain that cast as natural painkillers) and also improving thing such as sleep, will reduce stress. even you just breathing deeply and smoothly will produce endorphins. the more that you do exercise the more your levels of tension , mood, sleep will reduce. anxiety and stress will reduce due to regular exercise as well.