It completely depends on HOW depressed a person is. If you have mild depression, you could go take a walk out in the sunshine, that might help lift your mood. It is hard to make the decision but yes there are benefits. And then maybe you can start a schedule of doing it every day at a certain time and push yourself. Even with moderate depression you can push yourself. But if you have severe depression (like I have had many times) you feel like you can't do much more than get out of bed, if even that. There's a physical element to it, and it sucks all your energy out. It feels as though you just came home from exercising all DAY. I'm not going to tell you to run a mile! But it doesn't mean you shouldn't do anything. You can do a lighter activity, such as just go outside and sit, instead of taking the walk. Even if it is just to put pants on for the day. Something in which you can say, "I did this today."