Walking and other exercise leads to the release of the body's natural happy drugs -- endorphins. Walkers who walk at a brisk walking pace to raise their heart rate will notice this effect more than those who walk at a slower heart rate pace. But even at a slower pace, most people notice an improvement in mood.
Many physicians recommend adding regular walking and exercise as a natural treatment to relieve a bout of depression. The cause of depression is related to brain chemistry. By getting your brain to release more of the happy chemicals -- the endorphins -- you achieve naturally what many prescription drugs and herbs try to do artificially.
Depression can be a serious and life-threatening disease, so consult your health care provider if your mood is leading to problems in your life or if you have suicidal thoughts. Use walking as a part of effective treatment for mood disorders, which may also include talk therapy and drugs.
How to Start Walking
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Mayo Clinic. Depression and Anxiety: Exercise Eases Symptoms.