It's been shown¹ that red muscle takes away kynurene, which is produced by stress, can enter the brain, and appears to be able to trigger depression and other mental health issues if it is at elevated levels for longer periods:
> “Our initial research hypothesis was that trained muscle would produce a substance with beneficial effects on the brain. We actually found the opposite: well-trained muscle produces an enzyme that purges the body of harmful substances. So in this context the muscle’s function is reminiscent of that of the kidney or the liver,” says Jorge Ruas, principal investigator at the Department of Physiology and Pharmacology, Karolinska Institutet.
> The researchers discovered that mice with higher levels of PGC-1a1 in muscle also had higher levels of enzymes called KAT. KATs convert a substance formed during stress (kynurenine) into kynurenic acid, a substance that is not able to pass from the blood to the brain. The exact function of kynurenine is not known, but high levels of kynurenine can be measured in patients with mental illness.
Recently the same research group also discovered that kynurenic acid turns white fat (the unhealthy type) into beige fat (more similar to brown fat, which is healthier).
¹ http://ki.se/en/news/how-physical-exercise-protects-the-brai...