"Exercise releases a number of chemicals into our bodies," says British exercise physiologist Damian Bailey.
During and after exercise, the brain is also greatly affected, among other things by the substances that are released in our bodies.
Physical exercise has been shown to reduce the risk of, for example, anxiety and depression.
The blood flow in the brain is affected
The reason why physical exercise benefits our mental well-being is also thought to be related to the increased blood flow to certain parts of the brain that exercise causes.
But the question is whether it matters what training we do.
Is dance and badminton as effective as cycling?
Damian Bailey is a professor at the University of South Wales, and his research group is investigating exactly how exercise can affect blood flow in different parts of the brain by testing different types of intellectual stimulation during a workout.
Podcasting affects
In a new documentary, the former Arsenal football player - Alex Scott - is subjected to Damian Bailey's tests.
Even with regular exercise cycling, blood flow to the back of her brain increases by 63 percent.
But when Alex Scott exercises exercise intensively and at the same time is exposed to intellectual stimulation, the effect on the brain's blood flow becomes even clearer.
- Dancing, climbing or listening to a podcast - everything that challenges the brain while you train is good for the brain, says Damian Bailey.
See the experiment in the clip above.
In the science world's film "Boost your mental well-being" you can see more about how we can affect our mental state. On SVT Play already now or in SVT2 on 23/8.