If you're feeling stressed, anxious, or depressed, one of the first pieces of advice you're likely to be given is to try to exercise more. Multiple studies have shown that exercise is good for our mental health, and anecdotal evidence from fitness enthusiasts backs up this claim. 

No one argues with the basic idea that you'll probably feel better if you get off the couch more. But exactly how big an impact over time does an active lifestyle have on your mental health? A massive new study recently published in Frontiers in Psychiatry aimed to offer a rigorous answer to that question with a particular focus on diagnosable anxiety disorders. 

Can you ski your way to better mental health?

When it comes to the size of the sample being investigated, it would be hard to do better than this new study. To find a group of committed exercisers, the Swedish research team  looked to participants in the world's largest long-distance cross-country ski race, the Vasaloppet. Presumably those who participate in the annual 90-kilometer race spend plenty of time exercising, they figured. So why not compare how often nearly 200,000 former race participants were diagnosed with anxiety disorders with a matched set of 200,000 members of the general population? 

The results were striking. "We found that the group with a more physically active lifestyle had an almost 60 percent lower risk of developing anxiety disorders over a follow-up period of up to 21 years," study co-author Martina Svensson told PsyPost. "This association between a physically active lifestyle and a lower risk of anxiety was seen in both men and women."

You might object that perhaps the arrow of causation points the other way and that those struggling with anxiety are unlikely to train for rugged outdoor sporting events. But even when the researchers excluded those diagnosed with anxiety issues within the first five years of the study to avoid this possibility, the results held. Keep active now and it really  will massively reduce your chances of developing issues with anxiety for decades. 

Elite female athletes buck the trend  

There is one quirk in the data worth noting, however. While exercise reduced the risk of developing anxiety disorders for everyone, the very fastest female skiers did have notably higher levels of anxiety than less speedy female skiers. This suggests that high-performance athletics can actually increase women's chances of struggling with anxiety compared with more recreational activities, though elite athletes still have lower levels of anxiety than the inactive. 

More research is needed to understand why this might be so (though one can imagine the particular pressures this group might be under), but in the meantime the good news is it probably affects very few of us. Unless you're in training to win marathons or make the Olympics, exercise is likely to offer unalloyed mental health benefits. 

Good news for warm weather types, too 

At this stage, those out there who, like me, prefer curling up with a book by the fire to venturing out in freezing conditions are probably all asking the same question. Does it have to be skiing? The good news is the answer is likely no. 

When CNN spoke to James Maddux, a professor of psychology at George Mason University who wasn't involved in the research, he noted there are several possible reasons the skiers in the study were less likely to struggle with anxiety. 

First, "exercise can be a mental distraction from worrisome thoughts," he notes, which suggests any sort of relatively high-intensity activity should do the trick. He also points to research showing that being out in nature also helps with anxiety, but you can be outside on skis or on a tropical beach. The effect is dependent on location, not temperature. 

Finally, Maddux points out that "engaging in a period of exercise can lead to a sense of accomplishment and a greater sense of self-efficacy (or self-confidence) that can lead to lower anxiety." Again, any kind of challenging exercise is likely to produce this effect.  

Happily for those of us who prefer to stay warm while we exercise, while different activities might have slightly different impacts depending on their location and intensity, these results decisively underline the usual advice about exercise and mental health. Working up a sweat regularly isn't just a modest mood booster. It's likely to have profound anxiety-busting effects both now and for years to come.