Feeling low? Why not going to the gym to refresh your body and mind? A new study verifies an already widely-held belief that exercising moderately has a positive effect on mental health.

The study, published Wednesday in The Lancet Psychiatry journal, analyzed responses from a large sample of 1.2 million American adults who participated in a survey conducted by the Centers for Disease Control and Prevention in 2011, 2013 and 2015.

Participants were asked to estimate how many days during the past month they experienced poor mental health, which includes stress, depression and emotional problems.

They were also asked how often and for how long they exercised during the past month outside of their regular job.

An average person experienced 3.4 days of poor mental health in a month, the study said.

In comparison, individuals who exercised had only 1.5, or 43 percent, fewer days of poor mental health in the same month.

"The most heartwarming result was that even walking was associated with reduction in mental health burden," Adam Chekroud, author of the study and Assistant Professor of Psychiatry at Yale University, said in an interview.

Though all forms of exercise contributed to better mental health compared to not exercising, the strongest association was found in people who participated in popular team sports, followed by cycling and other aerobic and gym activities. These activities can lower mental health burdens by 20 to 22 percent.

The study also found that 45 minutes of exercise, at a frequency of three to five times a week was the optimum for the most benefits to mental health.

However, the study suggested that overworking oneself in exercises would lead to worse mental health.