A series of nasty thoughts that had begun as whispers in the back of my head mounted into angry shouts over time. I had moments of happiness and joy over the eight or nine months those dark thoughts haunted me, but as soon as the positive thoughts faded I reverted back into the darkness that had become my default mental setting.

It built gradually, but those dark thoughts vanished in an instant somewhere high above the beaches of Dubai. And I haven’t heard so much as a faint whisper from them since the moment I stepped out of the airplane.

When I got home I began doing some research, and was surprised to find that I’m far from alone. In fact, researchers around the world are currently studying the effectiveness of adventure sports in combating anxiety, depression, post-traumatic stress disorder — and for the author and counselor Brandon Stogsdill, as a way to help at-risk youths from underprivileged communities overcome childhood trauma.

“In behavioral therapy we talk about that thought process you had as an automatic negative dialogue, which pops in without any effort, and your brain will create literal neural pathways to make that stronger and stronger until we do something to take ourselves out of it,” he explained over the phone from his office in Seattle.

According to Mr. Stogsdill, depression makes it hard for one to concentrate on the present moment. Instead the depressed brain is constantly dreaming up negative future scenarios or dwelling on traumatic past events. “The healthy thing is to focus on the moment, because we have more control in the moment, and when you’re sky diving you can only focus on right now,” he said.

There are a variety of depression types and levels of severity, he added, and while some may need only high-adrenaline activity to jolt their brains back to a non-depressed state, it is by no means a universal cure.

For sufferers of less extreme depression, however, action sports like sky diving are very effective ways to rewire the brain’s focus back into the present moment. Of course, it’s not the only method. Mr. Stogsdill often counsels underprivileged youth on the ski hill, and found painting an effective tactic for focusing his thoughts on the present moment and combating depression after a BMX accident rendered him temporarily immobile.