Physical activity may play an important role in the management of mild-to-moderate mental health diseases, especially depression and anxiety. Although people with depression tend to be less physically active than non-depressed individuals, increased aerobic exercise or strength training has been shown to reduce depressive symptoms significantly. However, habitual physical activity has not been shown to prevent the onset of depression. Anxiety symptoms and panic disorder also improve with regular exercise, and beneficial effects appear to equal meditation or relaxation. In general, acute anxiety responds better to exercise than chronic anxiety. Studies of older adults and adolescents with depression or anxiety have been limited, but physical activity appears beneficial to these populations as well. Excessive physical activity may lead to overtraining and generate psychological symptoms that mimic depression. Several differing psychological and physiological mechanisms have been proposed to explain the effect of physical activity on mental health disorders. Well controlled studies are needed to clarify the mental health benefits of exercise among various populations and to address directly processes underlying the benefits of exercise on mental health.