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. Anxiety can be treated with medication, but several mind-body approaches may also be effective. Hypnosis is sometimes used along with cognitive behavioral therapy to treat anxiety. It can help people focus their attention, rethink problems, relax, and respond to helpful suggestions.