That said, exercise isn't necessarily bad for your mental health, and there's plenty of research that suggests that exercise can elevate a person's mood, reduce anxiety and depression, and boost their self-esteem. "In that way, you might have a cognitive shift from exercise, but you're not really changing your overall thinking in terms of your life," Dr. Thornton says. Many clinicians, including Dr. Thornton, will even prescribe exercise for their clients, because it can help to make them feel more motivated to put in the work during actual therapy sessions. "To get people to go into therapy is very tough, because it’s time-consuming, it’s expensive, and you’re vulnerable," she says. "If it means that your exercise is giving you some boost to go to therapy , great." In other words, instead of using exercise as a way to escape or cure your problems, it's better to use it as a form of self care, she says.