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Depression affects nearly 16 million Americans annually, and a large portion of those people take antidepressant drugs. While antidepressants have been shown to help those with moderate to severe depression, they are usually less effective for those with mild depression. If you don't respond to antidepressants (or even if you do), you may want to explore nondrug remedies to lift your depression. Exercise Exercise can relieve depression, possibly by altering the mood-regulating brain chemicals norepinephrine and serotonin. It may also release the endorphins responsible for the "runner's high" that some experience. P. Murali Doraiswamy, MD, professor of psychiatry and behavioral sciences at Duke University School of Medicine, in Durham, N.C., recommends exercising three to five times a week for 20 to 30 minutes. Aerobic exercise, such as brisk walking on a treadmill, is best, but "any degree of exercise is better than none," he says. Light therapy During the short, dark days of winter, some people are prone to a type of depression called seasonal affective disorder. One way to ease symptoms may be light therapy, in which you sit near a brightly lit box that mimics outdoor light. The therapy generally starts with daily sessions of about 15 minutes and increases to up to two hours daily. The timing depends upon the severity of symptoms and the intensity of the light, which a doctor can determine. Although the therapy doesn't cure depression, it can ease symptoms, sometimes after only a couple days. Mood diary Therapy that teaches people about positive thinking can relieve depression, research suggests. Dr. Doraiswamy recommends keeping a mood diary. "This is a tool used to train someone to keep track of positive things that are happening in their lives and not let single negative events wear them down," he says. A mood diary keeps negative events in perspective and serves as a reminder that good days do happen. Dr. Doraiswamy recommends not writing in a diary daily if it feels like too much work; once-a-week entries are easier to stick with. Acupuncture As with many alternative therapies, there isn't a heap of data that proves acupuncture relieves depression. But a handful of research suggests it might. One small University of Arizona study of 33 women with depression found that 64% of participants went into remission after acupuncture, compared to 27% in the no-treatment group. In a second study in the Journal of Affective Disorders, 70 patients with a major depressive disorder who were already taking an antidepressant seemed to show more improvement if they had acupuncture, compared to those who did not.