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Studies seem to find correlation, but has the causal link been established?

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Exercise ameliorates depression, a natural endorphin release approx 20 mins into the routine. –  user3543 Nov 1 '13 at 4:14
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There are different theories about the causes of depression. Three of them assume a cause that could be affected by aerobic exercise.

Neurochemical theory of depression:

It seems that depression might be caused by low serotonin and/or noradrenalin levels. Physical activity releases both neurotransmitters, thus alleviating depressive symptoms.

Cognitive theory of depression:

It seems that negative cognitive schemata cause depression. Sports improves self-efficacy and other schemata.

Diathesis–stress model of depression:

Depression is the result of a predispositional vulnerability combined with stress from adverse life experiences. Aerobic exercise relaxes the sympathetic nervous system thus alleviating stress and, as a consequence, depression.

Maybe someone else will come up with studies showing a causal connection. These (and other) theories might explain the connection.

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Over 3000! do we have a party :) –  user3543 Nov 3 '13 at 21:57
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