Physically active people feel less anxious and depressed. One theory why? Described in a 2006 report in the journal " Obesity ," holds that aerobic exercise can increase your levels of norepinephrine , a chemical that helps the brain deal with stress more efficiently. Ideally, we should spend 30 minutes exercising five times a week. Every bit of activity helps. Amp up an activity's appeal by finding a partner -- or pair it with music or an audiobook.