Severe depression leads to isolating behaviors. If you're not so depressed that you are able to leave the house and go somewhere, you're ahead of the game and excercise is just icing on the cake.
That still doesn't mean that he wasn't depressed though. I've experienced the same thing. I struggled with depression in my 20's but I found that if I was able to drag myself out of the house and get on my bike, I'd feel better within minutes. However, the huge struggle was getting out of bed and walking outside in the first place.
When I was younger I think I was depressed. It got to the stage where people would talk to me and I wouldn't talk back, I'd just stare; I'd lie in bed doing nothing; I let my hair grow long because I didn't want to go outside or talk to a barber.
I'm much better now, and I think exercise was one of the key things that improved my general mood. It was a constant sturggle though for a while.
YMMV, of course, and I was never diagnosed or anything.
The floor is always available for pushups, but the social benefits of exercise are also worthwhile in combatting depression. Severe depression is another story, but most depressed people are not severely depressed.