Buddhism has been working on this for a couple thousand or so years. There are many different practices and traditions that have evolved in it, but many of them at the beginning will teach you to sit and observe all sorts of phenomena, or may even ask you to bring up uncomfortable, strong emotions to learn how to work with them.

And yeah, for sure exercise. Just remember the practice of training your body is a marathon, not a sprint. Consistent effort over years is what you're going for rather than trying to go hard at the beginning. It's a lifestyle change.

In one of her books, Atwood describes a community which allowed people to be in a "fallow" state for as long as they needed it, taking care of their basic needs, being supportive of them, but otherwise allowing them to ruminate and do nothing as much as they wished.

I think depression is an evolutionary response to situations which demand too much of us. It sends us into a state where we must take an extended rest to recharge and rebuild ourselves internally: physically, mentally, emotionally.

I think not allowing for this is a huge shortcoming of our society, which considers continuous and stable productivity not only the norm, but a requirement.

Community, shared culture, shared religion. Exercise happens when you do those three things.