Why does exercise make us feel better, mentally? Often, people who exercise regularly do it simply because it makes them feel good. Exercise can boost your mood, concentration and alertness. It can even help give you a positive outlook on life. The link between exercise and mental health is complicated. Inactivity can be both a cause and a consequence of mental illness, for example. But there are lots of ways that exercise can benefit your mental health, such as: The levels of chemicals in the brain, such as serotonin, stress hormones and endorphins, change when you exercise. Regular exercise can help you sleep better. And good sleep helps you manage your mood. Exercise can improve your sense of control, coping ability and self-esteem. People who exercise regularly often report how good achieving a goal makes them feel.