When it comes to treating depression, exercise is a tried and true method to reduce the severity of symptoms. Weather permitting, outdoor exercise is best as individuals get the added benefit of sunshine and fresh air. Heading to the gym is the next best option. While there, individuals should look for cardio machines located near a window. Exercise may also help reduce the risk of weight gain associated with seasonal affective disorder. If individuals can't make it to the gym, a home workout will also help keep the winter blues at bay. Getting physical and starting a workout regimen can go a long way towards making patients with seasonal affective disorder feel better about themselves, their lifestyle, and the time of year.