It's not a cure-all. That's for sure. But, the act of having sex triggers the release of several hormones. Specifically oxytocin causes a peaceful and happy state of mind and makes it easier for us to bond with others.

BUT!

Don't pressure yourself into sex just for being momentarily happy. It's an intimate act between two people and can easily lead to hurt and frustration if the feelings and emotions of the partners aren't carefully considered.