Since the study wasn’t actually linked (as far as I can tell on mobile), here’s a link to it.
https://www.bmj.com/content/384/bmj-2023-075847
From the conclusion: “Depression imposes a considerable global burden. Many exercise modalities appear to be effective treatments, particularly walking or jogging, strength training, and yoga, but confidence in many of the findings was low”
I always worry about studies like this because it always seems to me like it might be difficult to determine if exercise is the catalyst to better mental health or if someone’s bettering mental health through any number of other kinds of treatments or even changes in a persons social life was the catalyst for exercising more. When I’m feeling particularly depressed, I absolutely don’t feel like exercising, and when I start to feel hopeful for the future, I find myself wanting to exercise more. Same with “just go outside and walk through the woods”. I only feel like doing that on days my depression isn’t particularly bad.