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Whether it's a dance class, a winning basketball shot, or simply a walk with the dog, experts say getting out and working out may help your mental health.

In a study of more than 1.2 million people across the USA, subjects reported their activity level for a month and rated their mental well-being. Those who exercised reported 43% fewer days of poor mental health than those who didn't.

The findings come as no surprise to Dr. Muhammad Irfan Manuwar. The medical director of behavioral health for St. Francis Hospital and Medical Center in Connecticut says he's seen exercise benefit many of his patients, especially those with depression and anxiety. He suggests exercising at least three times a week for 20 to 40 minutes at a time. "I encourage them to link the exercise to different activities", Dr. Manuwar told us. "For example, walking the dog, or an activity for the household. If there's a store nearby, why drive over there? Why not walk to the store? If it's a mile away you walk there and back, that's your two miles."

The study's authors agree, noting even engaging in household chores resulted in nearly 10% fewer days of poor mental health. They concluded all exercise is better than no exercise, but the biggest improvements in good mental health days came from people participating in team sports, cycling, and aerobic and gym activities. They say that finding is in line with studies showing social activity promotes resilience to stress and reduces depression.

Dr. Manuwar says the reason may be a combination of the physical and social benefits of that kind of exercise. "My experience with some of my patients who have a dog, they may take the dog to the dog park and other people are there who are walking their dog. And suddenly you connect because of your dog, and now you have another person to talk to."

He says even activities that may not begin as a team sport could progress that direction. "A depressed person who is very anxious in social situations gets into this habit of going for a walk or a run", says Dr. Manuwar. "Eventually it leads to, they run into other people and say hi as they pass by. Then, they learn information on other activities related to what they're doing like a marathon, or a family run, or Spartan races. They don't start as a team but end up joining in with these races, with a great benefit. You're not really interacting in a social way where you have to mingle and be anxious about the situation." With the Spartan races "you're just going to run and jump on some things and everybody's falling, so what if you fall as well? It ends up beneficial either way."

The study found exercising three to five times a week for about 45 minutes each time to be the most beneficial. But it did find there could be such a thing as too much exercise. Those who exercised more than 3 hours at a time had a worse mental health burden than those who didn't exercise at all. Poor results also came back for those exercising more than 23 times per month or 6 hours per week.

Overall, the authors concluded there is a meaningful link between exercise and mental health, but it needs to be examined further. The study relied on self-reporting, both on exercise, and assessment of mental health burden. Moving forward, they say another study may want to have participants wear sensors, like a FitBit, and use structured interviews or a standardized rating for mental health burden.

Dr. Manuwar says it's important for every person to check with their physician before starting a new exercise routine. He'll continue to recommend exercise to nearly all his patients, except those suffering from anorexia nervosa. He says above all exercise is a great tool for distracting the mind and focusing on the positive, saying "pushing yourself towards positivity can lead to a positive outcome. The more you try not to focus on the negative stressful thinking and focus on the positive, it ultimately leads to a more positive outlook in the brain."