Exercise, exercise, exercise. The number one enemy of depression is physical exercise, so as much as you might dread it, get on your running shoes and work out. Do a power walk, jog, swim, or go to a Zumba class. No matter how clumsy or out of shape you are, getting up and moving will chase the blues. Regular hard-core physical fitness nuts rarely struggle with depression. There is a medical reason for this—hard physical exercise releases endorphins, the brain’s own happy juice. The secret is to work out often and vigorously.