I am affected quite badly by ADHD and related anxiety/depression issues. Absolutely get out there and do some exercise. There are so many benefits it's untrue. I exercise every day and I think it's one of the most important things I do.

That said, don't expect magic. There are no silver bullets. I often see people asking about ADHD and related issues being told to go out an exercise. In my experience you'll be a slightly fitter, slightly healthier, slightly happier person with the same ADHD issues as before. Absolutely go do it, but keep your expectations realistic.