[Erlich_Bachman]

There is nothing weird in theory that lack of exercise causes depression. The human body needs physical activity, it does not feel as good without it. You don't have to try 10000 people for years to know that, you can do it at home in a week. While it might not be causing depression instantly, feeling bad in your physical body certainly doesn't help depressive tendencies.

Also lack of sunlight means less Vitamin D production. It's a big problem in northern countries where people have to take Vitamin D supplements.