The difficulties with concentration and deep thinking that often accompany depression are mainly the fault of a lagging norepinephrine system, which is why, next to serotonin, norepinephrine’s the neurotransmitter most commonly targeted by antidepressant medications. Fortunately, exercise increases norepinephrine as well.15 A study in Germany had subjects either rest, jog slowly, or sprint at high speed. While all exercise increased norepinephrine, intense exercise was particularly helpful. So if you can find the energy to push yourself, your brain will make it worth your while.