We all know about the many magical effects of exercise: regularly breaking a sweat lowers your cardiovascular disease risk, staves off Alzheimer's, boosts your energy, and improves your sleep quality.

Now, there's a growing body of research that suggests exercise might help alleviate depression, working just as well for some people as medication. Here's what you need to know:

1) Exercise performs about the same as antidepressants — with some caveats

The data on exercise and depression is pretty consistent: exercise is better than no intervention, and seems to be at least as good as antidepressants.

Systematic reviews — syntheses of all the best-available research on a given topic — are considered the gold standard of medical evidence. The most exhaustive review on depression and exercise looked at 39 studies that involved 2,326 people.

Researchers found that exercise worked better than no therapy at reducing symptoms of depression. And studies also showed that exercise performed about the same as antidepressants and psychological therapies.

But these conclusions were based on small or limited studies. "There is a mild to moderate association between exercise and improvements to depression symptoms," said the review's lead author, Dr. Gary Cooney. "But when you look at the best-quality evidence alone, this association is weaker."

In other words, the higher quality randomized trials, for example, found less convincing results on the role exercise plays in alleviating depression. So Dr. Cooney said we know more and better data on the question.

For now, the biological mechanism by which exercise works on depressed people — if it truly works — is also unclear. Is it the changes in brain chemistry or endorphin levels from exercise that lifts depressive symptoms or the feeling that people have more control over their lives when they're exercising? "There are a variety of theories," said Dr. Cooney, "and these are speculative."

2) We may not see better evidence for exercise and depression any time soon

Exercise gets less attention and funding from the research community than drugs, which have to go through lots of study to gain FDA approval.

"The total amount of studies on exercise and depression is nowhere near how many there are on antidepressants. But antidepressants are studied by the pharmaceutical industry, which is a business," said Dr. Madhukar Trivedi, a professor and researcher at UT Southwestern. "There's no comparable advocacy group for studying exercise."

To truly figure out to what exercise helps people with depression would require a big, long-term study — and lots of funding, said Dr. Trivedi.

"As a society, if we wanted to answer the question, we would need to invest in a large cohort study of people and follow them for 20 years. We'd need to find people who are at risk of depression based on family history or other risk factors, and follow them for many years." But he hasn't been able to get funding for such a study.

3) It's difficult to know how to prescribe exercise

The researchers pointed out that, while the data are promising, there are still many uncertainties in this area which make prescribing exercise tricky.

Which exercises should patients try and for how long? "Definitions of exercise can be a little controversial too. Is yoga exercise for example?" Dr. Cooney said.

Then there's the question of how you'd get depressed people to exercise. When people are depressed, they're often fatigued. Some have trouble getting out of bed. Even getting them started on a workout routine could be a challenge.

"There was a lot of skepticism about whether people who are really depressed are going to exercise," said Dr. James Blumenthal, a professor of psychiatry and researcher at Duke University. "We did two big studies at Duke and found the majority of people, at least if they thought it was going to be beneficial, would do the exercise, about three times a week for 30 to 35 minutes a session."

For now, Dr. Trivedi suggested talking to your doctor about trying exercise as a treatment option.

But, he said, "Don't do this without guidance form a physician. While sometimes effective, it doesn't work for everybody. So if you start to exercise on your own and not under guidance of a physician and it's not working, you will be in trouble."