In REM sleep, your brain is a lot more active than in other phases of sleep. We’ll go into this more in chapter 7, but basically, people with depression show increased amounts of REM sleep, which means their sleep is not as restful.24 Antidepressant medications reduce REM sleep,25 as does exercise. So…exercise, sleep more deeply, feel happier and more energetic, want to exercise more, rinse, repeat.