I took meds for depression a few years ago. I don't know that they did anything other than signal to myself that I wasn't ready to give up. They may have served as a kind of "dumbo's feather" that helped me get through a rough patch. Exercise might be similar. People who choose to exercise make the statement to themselves that they are worth doing something positive for. Some mental health problems resolve with time and without medication, and in those cases, exercise might be a great way to address them. But if you're struggling, call your doctor and make and appointment. Medication is sometimes the answer.