Depressed? Take a hike.

Live Science says

Just 30 minutes of brisk walking can immediately boost the mood of depressed patients, giving them the same quick pick-me-up they may be seeking from cigarettes, caffeine or binge eating, a small study found.
Researchers at the University of Texas at Austin found that people suffering from depression who walked on a treadmill for 30 minutes reported feeling more vigorous and had a greater sense of psychological well-being for up to an hour after completing the workout.

Those patients and another group that sat quietly for 30 minutes both reported reductions in negative feelings such as tension, depression, anger and fatigue.

I have found that walking helps me, too.