If you’re struggling with depression, you might be tired of hearing people tell you to just pick yourself up and head to the gym. If beating depression were that easy, not many people would still be depressed.

But if you can manage to start moving more, exercise really does help.

Many studies have found exercise to be as effective as psychotherapy or antidepressants for mild to moderate depression.

One study, published in the Archives of Internal Medicine, compared two groups of depressed people. One group took antidepressants, the other exercised daily. The researchers found that antidepressants worked faster to reduce depression — but that after four months, exercise was just as effective.

In a  2015 study in Taiwan of older people with depression, researchers concluded that four months of an exercise program was more effective than cognitive behavior therapy for depressed elders. Both groups showed fewer symptoms of depression, but those in the physical fitness program also reported a better quality of life and — not surprisingly — could walk further and more easily than those in the control group.

Related: 9 Ways to Battle SAD This Winter

Of course, when you’re depressed, getting off the couch or cooking a simple meal can feel like exercise. So how can you manage to do the real thing?

Start with 20 minutes of any kind of movement you can swing, suggest some experts.

In a review of studies on exercise for depression published in a Journal of Clinical Psychiatry supplement, the authors encouraged primary care doctors to recommend exercise to their depressed patients, starting with an initial “prescription” of 20 minutes a day, three times a week.

Exercising when it seems impossible

“The problem is that when you’re depressed, often the last thing you want to do is exercise,” says psychologist and author Suzanne Phillips, PsyD. In her Psych Central blog post, she talks about how to overcome that obstacle.

Her advice: Don’t feel compelled to keep up with your jogging neighbors; instead, come up with a plan to motivate yourself to get more active.

  • Park and walk. Rather than homing in to the same parking spot at your favorite store, edge a little further away each time. “Do this small but important step, keep a tally — you’ll be surprised,” Phillips writes.
  • Put your cell phone to work. You may feel more motivated if you call a friend (or arrange to have one call you), then walk for at least a block while you’re talking. “Before you start, give yourself permission to stop and turn back,” writes Phillips. “You are in charge.”
  • Get support. Find a friend you like to talk with who can stroll with you once or twice a week.
  • Try the bookworm approach. Walk around your block or yard listening to a compelling audio book for 10 minutes — and return to your book only when you’re on your feet.
  • Mix in some music. Put on your earphones and vacuum or walk on a treadmill to your favorite recording. Choose one track you only allow yourself to listen to while exercising.
  • Visualize a reward. What about walking to the nearest coffee shop while thinking about the steaming cup of joe you’ll have when you get there?
  • Exercise for others. If you can’t drag yourself to the park every day, do it for your children’s sake.
  • Enlist your S.O. A walk around the block with your sweetie may be the only private or romantic time you can count on every day. Take advantage of it.
  • Pay back your pet. Even if you don’t feel like walking for yourself, you may not be able to resist your pet. Take your dog for a walk when he gives you that certain look.

Once you get moving, consider a fitness or dance class at the local Y or gym.

Related: Why You Should Take Your Exercise Routine Outside

Why exercise works

A workout can release feel-good brain chemicals such as endorphins that give your mood a temporary boost. It may also help increase the brain’s supply of serotonin, a mood-regulating brain chemical often lacking in people who are depressed.

Researchers are investigating other ways in which exercise can help lift or even prevent depression. For example, in a study published October 2014 in the journal Cell, researchers at the Karolinska Institute in Stockholm found clues to support one intriguing theory.

The researchers knew that exercise increases the production of an enzyme, called PGC-1alpha1, inside muscles. The enzyme is thought to trigger a domino effect that ends with protecting the brain from stress-induced changes associated with depression. That domino effect involves reducing the amount of a chemical, kynurenine, which may cause inflammation in the brain. (Levels of kynurenine rise during times of stress.)

The researchers created genetically modified mice that had high levels of the enzyme whether they exercised or not. Then they subjected them to five weeks of stress, such as mild shocks, that would normally lead to signs of depression (such as not trying to escape cold water mazes). They discovered these mice were practically depression-resistant.

The researchers conducted another study on humans. People were asked to exercise for three weeks for 40 to 50 minutes a day. Afterward, the researchers performed muscle biopsies on them and found they had high levels of the enzyme and low levels of the substance that breaks down kynurenine.

The bottom-line, study co-author Maria Lindskog told one reporter: “You reduce the risk of getting depression when you exercise.”

Related: Injury-Proof Your Exercise Resolution

Chris Woolston, M.S. is a freelance writer and editor who specializes in science, health and travel. A reformed biologist, Woolston says, he studied algae and nitrogen dynamics in Antarctic lakes before the Science Writing Program propelled him out of the lab. He is a contributing editor at Nature.com, a former staff writer for Time Inc.’s Hippocrates magazine, and co-author of Generation Extra Large (Perseus). He lives in Billings, Mt., with his wife – novelist Blythe Woolston – and their two children.