Selena Gomez once said, "If I don't work out ... everything about me just feels a bit down."

In fact, a lot of people rely on exercise to banish the blues. Now neuroscientists from the Swiss National Centre of Competence in Research into Mental Illness have found out how exercise does that magic.

They discovered that, in mice, exercise stimulates the production of a molecule called lactate, which helps cool excess brain oxidation and inflammation, nourishes neurons, and even stimulates the growth of new nerve connections.

Other studies show that exercise triggers the release of proteins called growth factors that also stimulate new nerve cell growth.

This combination of benefits pushes back against the loss of neurons that's associated with depression in people and stress in animals.

A "runners high" from the release of endorphins may create pleasing feelings, but for sustained improvement of depressive symptoms, it's the other biochemical factors that make the biggest difference.

For many people with mild depression, the greatest benefit comes with daily low- to moderate-intensity exercise. So commit to walking 10,000 steps or the equivalent daily, and enjoy aerobic sports like tennis or activities like tai chi and cycling.

For chronic or severe depression, make sure to get help fast. Consult a doctor who can help with talk/group therapy and medication. You are not alone.

In addition, a genetic study of 840,000 people found that going to bed one hour earlier than usual decreases your risk of major depression by 23%.