It shouldn’t come as a shock that kids who get more exercise tend to be less depressed. While mental health issues do not typically manifest until adolescence, the best time to work with your kids on becoming more active is when they are little. Studies found that kids who were moderately active as younger children were less depressed two years later, according to their parents. While this doesn’t mean that less active kids will necessarily be diagnosed as depressed, it is worth the effort to help your kids grow up to be happier.