We have long understood that exercise can help us to be calm, but researchers did not understand how that worked. The strange thing is that exercise creates new neurons which should make people MORE anxious, but researchers at Princeton found a special neuron in mice. This special neuron helps to release a neurotransmitter called GABA which helps keep other young neurons from becoming overactive.
When exercising mice were compared to sedentary mice while being exposed to stress (being placed in a cold bath), the excitable neurons lit up as expected. But the fit mice also released a large amount of GABA that quickly quieted their anxiety. These researchers think routine exercise creates a similar change in the human brain helping us to relax when faced with stress. It suggests that the hippocampi of active people might be less susceptible to certain aspects of stress than those of sedentary people.Resource: Exercise Etc. Inc.