And on the flip side short bursts of intense exercise can trigger anxiety attacks. My former therapist explained this to me. I didn't have that happen but I got really sick and was unable to get out of bed and this triggered a depressive episode completely with all the bad depressive thoughts.

I was so sick and tired and at one point I was cold but it was too much effort to move so I just lay there for a few minutes until I could work up the energy to rearrange the blankets. I told her I hadn't felt like that in a long time. My therapist said she wasn't surprised I was feeling depressed and having those thoughts that sometimes situations can happen where the body and brain get confused.

Her example was that of someone with anxiety who runs up a flight of stairs and then has an anxiety attack. The attack was triggered not by emotion but by the physical symptoms - heart racing, shortness of breath, sweating, etc. And the brain interpreted that as "anxiety" not "exercise".