I have mild depression, and one of the best treatments I have found is martial arts. Physical activity in general is helpful, but martial arts in particular has a very calming effect. Most people assume it has something to do with pounding the crap out of a punching bag, but it is more than that. There is a big emphasis on overcoming your limits, and this has a very positive effect on self-esteem.

It also teaches you how to look inward at your own flaws. In martial arts, if you can't do a technique, there are no teammates to blame. It's on you to persevere and keep trying until you get it right. But you don't want to hurt your training partner, so you have to stay calm and focused no matter how frustrating it gets. And when you do get it, it feels amazing. That confidence and calmness carries over into other areas of your life, and you feel like a million bucks.

A few other students in my class told me that it had a similar effect on them. To be clear, it won't replace proper medical treatment, especially for severe depression. But I highly recommend it as an additional form of treatment.