Why does exercise work?

We are not yet exactly sure. There are several possibilities:

• Most people in the world have always had to keep active to get food, water and shelter. This involves a moderate level of activity and seems to make us feel good. We may be built – or “hard wired” - to enjoy a certain amount of exercise. Harder exercise (perhaps needed to fight or flight from danger) seems to be linked to feelings of stress, perhaps because it is needed for escaping from danger.     
• Exercise seems to have an effect on certain chemicals in the brain, like dopamine and serotonin. Brain cells use these chemicals to communicate with each other, so they affect your mood and thinking.
• Exercise can stimulate other chemicals in the brain called “brain derived neurotrophic factors”. These help new brain cells to grow and develop. Moderate exercise seems to work better than vigorous exercise.
• Exercise seems to reduce harmful changes in the brain caused by stress.