Medpedia

This review article delved into the use of complementary and alternative therapies, such as exercise, meditation, tai chi, qigong, and yoga, on anxiety and depression. "Several studies of exercise and yoga have demonstrated therapeutic effectiveness superior to no-activity controls and comparable with established depression and anxiety treatments (e.g., cognitive behavior therapy, sertraline, imipramine). High-energy exercise (i.e., weekly expenditure of at least 17.5 kcal per kg) and frequent aerobic exercise (i.e., at least three to five times per week) reduce symptoms of depression more than less frequent or lower-energy exercise. Mindful meditation and exercise have positive effects as adjunctive treatments for depressive disorders, although some studies show multiple methodological weaknesses." 

"For anxiety disorders, exercise and yoga have also shown positive effects, but there are far less data on the effects of exercise on anxiety than for exercise on depression. Tai chi, qigong, and meditation have not shown effectiveness as alternative treatments for depression and anxiety." Abstract: PubMed. "Exercise, yoga, and meditation for depressive and anxiety disorders," by S.A. Saeed, D.J. Antonacci, R.M. Bloch, American Family Physician [2010 Apr 15;81(8):981-6]