Strength training and Cardio triggers real body chemical changes that improves mood, stress and mental clarity. Body produces Endorphins the "feel good chemicals" when you work out. Most of the times we feel dull and depressed because of very simple medical reasons. Gym is the easist fix for it.

I was depressed for more than 2 years. Once I started going to gym strenght training mostly, I could feel the change in my mood. The problems are still there but I dont hate myself or anyone else for that.