Oh, yes! I agree totally. Exercise gets all those positive brain chemicals swirling around, and it also provides a release for any anger and stress I may be carrying. Not to mention the sense of feel-good accomplishment.
I work out at least 5 days a week, and my primary reason is for my mental health. My physical health and weight loss are truly secondary.
On a related note:
Early on, I heard the expression "move a muscle, change a thought." At first, I took it to mean that if I distract myself, the craving or self-pity or whatever I was feeling would go away by virtue of the distraction.
Then, one day I was having a craving. I made some phone calls. One woman said "think the drink through." Um, well, no offense, but if I could think the drink through at that point in my journey, why did I need AA? I had proven time and time again that I was incapable of thinking the drink through. As the BB says, at times we are unable to recall the horrors of our last drunk.
Another woman suggested that I take it one day at a time. Well, yeah, but I was only dealing with one day, and that day I wanted to drink! I didn't feel that helped me at all.
The third woman told me to scrub my kitchen floor. What?? She insisted - she said "move a muscle, change a thought....scrub your floor, jog in place, go for a bike ride...do anything to get those endorphins pumping!"
And it worked. I sweated that craving right out of me. Now, to me, "move a muscle change a thought" has a deeper meaning than I first thought.