When you exercise, your body releases what are called endorphins. These feel-good chemicals can help you feel better physically and mentally. Even a small amount of moderate exercise is likely to reduce stress in most people. The trick is to find a type of exercise or activity you enjoy so working out doesn't seem like a chore. If finding the time to make it to the gym is difficult to fit into your schedule, there are dozens of other activities to indulge in. Biking, dancing, and even walking can do wonders to reduce stress levels and improve overall health.