Exercise is strongly recommended for mental health but like anything it needs to be done at the right level & type to suit the individual. I saw a program where they gave groups of people different forms of physical activity & each group improved their mental health on average but when they looked more deeply those doing things they enjoyed had far greater improvements. The conclusion was to choose any physical activity you enjoy rather than pushing yourself to do something you don't like.
The other issue is fatigue & or pain. Pushing yourself so you are in pain or really tired from my experience is counterproductive. It just makes you feel worse. At one time I was struggling because of an injury & even though I was supposed to be recovered every time I tried to do anything I ended up so exhausted & frustrated & felt more & more depressed. I then did the opposite & decided to walk every day (I enjoy walking normally) but I restricted my walk to a few 100 m & returned home. Each day I slowly increased the distance deliberately restricting myself so I was guaranteed to manage the distance very easily. Within a short time I was back to walking a reasonable distance & was able to get back to doing normal activities. This helped mentally & physically.
Recently I was struggling & my psych advised me to set goals that I wanted but then half them & halve them again & then try. He told me because I was so down & so vulnerable it was essential that I succeeded in what I tried. I couldn't risk failure at the time. Later when I'm feeling stronger & more resilient I can get back to pushing myself but until then small easy goals were important to build up positive feelings.
