I've been reading up on it a bit because my whole life, physical exercise has made me feel worse but I've been told that it should make me feel better. From what I understand (and I'm a layman here so I may have misunderstood things) it's pretty much a genetic luck of the draw: exercise releases a bunch of hormones, and if you're lucky those horrmones will include things like endorphines and oxytocin, but for some of us it's mostly cortisol (which is necessary to keep the body moving, but it causes feelings of stress in the brain). Something like that, anyway. I don't think there is very much research on it which annoys me because just as you say it does affect a lot of people. And being told that it will actually make us feel better, and not being believed when we say it doesn't, makes it worse. Seriously - if everybody felt a sense of well-being and/or additional energy when they exercised, surely more or less everybody would do it? Humans are suckers for immediate gratification, after all.