This document discusses the principles of intervention on physical and mental health through physical activity, exercise, and sport. It addresses how physical activity impacts mental health and explores the main hypothesis that physical exercise can have reinforcing effects. Regular physical activity is distinguished from physical exercise and sport. The effects of acute and chronic exercise on mood, anxiety, and depression are also summarized. One of the main hypotheses discussed is that physical exercise may reduce anxiety and have antidepressant effects through impacts on the serotonin system in the brain. Animal experiments showing prevention of stress-induced depression with physical exercise are also highlighted.