I've been living with depression for almost two decades now. I took up running a few years ago and you're right, it did make me feel good. But there was no way for me to keep it up through the Waterloo winters with mountains of snow, disgusting brown slush, and deadly black ice.
So I stopped late in the fall and restarted in the spring. I tried to keep active during the winter with an exercise bike and a rowing machine, but it's not the same. Every time I got back to the spring it felt like I was starting over.
Now, just over a year ago, I started university (at Waterloo) and the enormous challenge and stress of the workload drove exercise out of my immediate priorities. With the stress I ate more and gained weight, and stressed more over school without the calming relief of exercise.
This past summer I tried taking up running again, after exams. I ended up breaking my ankle, which is not surprising given that I was so out of shape and trying to push myself too hard over a shorter window.
Now the depression is stronger than ever. I don't know how I'm going to finish my degree.