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Does regular exercise improve how you feel?

It's a common claim that regular exercise makes you feel better.

Not only does exercise make your body work better, it makes you feel better too.

More examples (out of hundreds):

This sounds like a likely area of placebo and self-delusion. Is there evidence that regular exercise improves the average level of mood? Is the effect widespread, or just a small subset of the population?

I am not questioning that regular exercise can make you healthier, stronger, live longer, improve your learning and reduce some forms of pain (and cause others!). I am challenging that it universally improves mood, on top of all this.

Oddthinking
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