Keep moving and eat well. Regular exercise has been associated with improved mental well-being and a lower incidence of depression. The Cochrane Review (the most influential medical review of its kind in the world) has produced a landmark analysis of 23 studies on exercise and depression. One of the major conclusions was that exercise had a great clinical positive impact on depression. Many studies are proving the ancient adage, “sound body, sound mind,” including the recent discovery of a “gut-brain axis,” and a possible link between excessive sugar consumption and depression.