Numerous studies show that Yoga has beneficial effects on mood and anxiety. Anxiety and depression is strongly associated with the reduction in the activity of specific neurotransmitters in the brain called GABA and so people who experience depression have low levels of GABA. Research shows that practice of yoga postures substantially increases GABA levels, which helps regulate neural activity in the brain. This finding is important given that the commonly prescribed pharmacologic antidepressants also work by increasing GABA levels in the brain. Thus regular practice of yoga enhances overall emotional well-being and may protect against depression, with no harmful side effects!
Streeter, C. et al. "Effects Of Yoga Versus Walking On Mood, Anxiety, And Brain GABA Levels: A Randomized Controlled MRS Study". The Journal of Alternative and Complementary Medicine 16.11 (2010): 1145-1152.
Louie, L. "The Effectiveness Of Yoga For Depression: A Critical Literature Review". Issues in Mental Health Nursing 35.4 (2014): 265-276.