I find that it helps me a lot (even when I don't feel like doing it). If the physiological effects of exercise don't help, the act of getting out and prioritizing my mental health and also taking a break from the day helps. (I think the physiological effects help, too).

Running has those benefits for me. When I don't run, I start feeling like crap; it's true.

Now that I think of it, I think that's why I am in a dreadful mood right now; I haven't run for a few days.