You don't even have to be depressed, exercize is great for your mood, energy levels, and feeling of well being. I started running distance again some ten years back and felt way better, and also quit drinking, not that I was trying to quit, but it just doesn't go well with running. I didn't want to drink after doing 10 miles, got a dog to bring along, it did wonders for my well being.

The first 20 minutes is hard to get going, after that then endorphines kick in, and you feel great. Just start slow, and the speed will come later.