Yes. But what you eat helps a lot as well. Fish, seafood and fresh vegetables have done wonders for my mental health as well as my physical one. I can literally feel my mood lift when I eat certain healthy foods.
But a good run or a weight training session always keeps my anxiety in check. Sometimes you have to just drag yourself out there.
In fact a key reason why my new lifestyle has stuck is to do with the impact it has had on my anxiety. It makes me feel better so it's a no-brainer for me to stick to healthy foods and exercise.
The unhealthy alternative (junk, no exercise) used to give me a quick boost followed by a huge crash.
I used to sweat the small stuff. Most days now I don't give a sh!t about much any more. Even things I should be unhappy about, like my divorce.
It is very liberating. A bit like a divorce, come to think of it!!!