EXERCISE AN EFFECTIVE TREATMENT FOR MENTAL HEALTH CONDITIONS
European Psychiatric Association review demonstrates that exercise is an effective treatment for major mental health conditions and should form a core part of treatment.
The meta-review led the scientists to suggest that exercise should be added to standard medication and psychotherapy. The authors found that exercise can effectively reduce mental health symptoms, improve cognition, and strengthen cardiovascular fitness among patients with depression and schizophrenia. 
“Our comprehensive review provides clear evidence that physical activity has a central role in reducing the burden of mental health symptoms in people with depression and schizophrenia. Our guidelines provide direction for future clinical practice. Specifically, we provide convincing evidence that it is now time for professionally-delivered physical activity interventions to move from the fringes of healthcare and become a core component in the treatment of mental health conditions .” - Lead Researcher, Brendon Stubbs, PhD
The findings match the existing body of research showing that regular physical activity is associated with better mental health. 
“Available evidence supports the notion that physical activity can confer protection against the emergence of depression regardless of age and geographical region.” 
There is even evidence that stopping exercise may result in increased depressive symptoms and lead to depression too. 
Check out more details on the research here: https://www.ncbi.nlm.nih.gov/m/pubmed/30257806/
Stubbs B, et al.,"EPA guidance on physical activity as a treatment for severe mental illness: a meta-review of the evidence and Position Statement from the European Psychiatric Association (EPA), supported by the International Organization of Physical Therapists in Mental Health (IOPTMH).", Eur Psychiatry. 2018
Schuch FB, Vancampfort D, Firth J et al., “Physical activity and incident depression: a meta-analysis of prospective cohort studies.”, Am J Psychiatry., 2018; 175:631-648
Morgan J.A., Olagunju A.T., Corrigan F., Baune B.T., "Does ceasing exercise induce depressive symptoms? A systematic review of experimental trials including immunological and neurogenic markers", Journal of Affective Disorders (2018), 234 , pp. 180-192.