There are some simple exercise for depression self help, hope you will find it helpful:-
1: HOPE: The most important ingredient in getting better is hope. The key to depression recovery is to start with a few small goals and slowly build from there.
2: EXERCISE: Any activity that promotes endurance, flexibility or strengthening is a natural antidepressant. Exercise in particular improves circulation, brings increased blood flow and oxygen to the brain, and releases endorphins, the body's natural pain-killing chemicals.To get the most benefit, aim for 30 minutes of exercise per day. But you can start small. Short 10-minute bursts of activity can have a positive effect on your mood.
3: DIET: Good nutrition supports the optimal functioning of your brain and body. Eat a balanced diet of healthy foods. Eating as much organic produce as possible will help to minimize the intake of chemicals and preservatives which can cause problems in sensitive individuals.
4: LAUGH: Even when you are just make laughing expressions, your body produces chemicals that make you feel happier. Watch films or TV programs that you enjoy. Listen to jokes you enjoy.
5: Make a list of things you must do each day and tick them off as you go - this gives you a sense of achievement. If you think of something pleasant and self indulgent that you would rather do than one of your chores, then do it and enjoy it - and then write about it.
6: CREATIVITY: Indulge in some right brain activity. Allow yourself to become lost in something creative. Creative activity can be anything such as cooking, dancing, gardening, riding etc. It is the doing that is important - not how well you do it.
7: Deep breathing: Practice deep breathing techniques, try to breathe from the diaphragm and take the breath inside from the nose and release it from the mouth.Repeat this for 5-10 times and you'll see the technique works.
8: KEEP A DIARY: Writing a diary is one of the best self-help methods you can use. Put down new sights and smells, new experiences of any kind. Note down everything that you have done during the day and about your feelings. Write every day, if possible. It may help to write at the same time every day, maybe after dinner or before bed. Write for yourself only.
9: Sleep: Develop a sleep schedule - a regular time of going to sleep and arising - and stick to it.Aim for 8 hours of sleep. However please note that these tips were for Mild depression. Those who are severely affected by depression and not in the control, its is recommended that you take an experts help, in terms of Doctors, Psychiatrists, Psychologists and Counselors. Medications are usually prescribed by these experts for proper treatment.