Exercising starts a biological cascade of events that results in many health benefits, such as protecting against heart disease and diabetes, improving sleep, and lowering blood pressure. High-intensity exercise releases the body's feel-good chemicals called endorphins, resulting in the "runner's high" that joggers report. But for most of us, the real value is in low-intensity exercise sustained over time. That kind of activity spurs the release of proteins called neurotrophic or growth factors, which cause nerve cells to grow and make new connections. The improvement in brain function makes you feel better. "In people who are depressed, neuroscientists have noticed that the hippocampus in the brain—the region that helps regulate mood—is smaller. Exercise supports nerve cell growth in the hippocampus, improving nerve cell connections, which helps relieve depression," explains Dr. Miller.