Gretchen Reynolds writes for the New York Times blog about the positive effect of exercise on anxiety. She summarizes the work of Schoenfeld et. al whose studies* with mice suggest that regular exercise leads to an increase in healthy, calming neurons (GABA) in a part of the brain that helps us process emotions (hippocampus). More evidence that behavior therapy tools, such as jogging, taking brisk walks, or working the treadmill, are an effective way to increase feelings of calm in both the long and short term.
You can read Reynolds NY Times article, here.
*Schoenfeld TJ, Rada P, Pieruzzini PR, Hsueh B, Gould E. (2013) J Neurosci. 2013 May 1;33(18):7770-7. doi: 10.1523/JNEUROSCI.5352-12.2013.Physical exercise prevents stress-induced activation of granule neurons and enhances local inhibitory mechanisms in the dentate gyrus.