Physical exercise affects an individual not only physiologically, but also psychologically and socially.
Physical exercise can improve your self-esteem, mood, and self-image, as well as provide motivation, and decrease anxiety, depression, and stress.
During physical activity, hormones called endorphins are secreted. Endorphins improve your pain tolerance and appetite control, and reduce anxiety, tension, anger, and confusion.
For more information:
McArdle, W. D., Katch, F. I. & Katch, V. L. (2001). Exercise Physiology: Energy, Nutrition, and Human Performance. USA: Lippincott Williams & Wilkins.
Roitman, J. L. (1998). ACSM's Resource Manual for Guidelines for Exercise Testing and Prescription Third Edition. USA: Williams & Wilkins.
Vuori, I. & Taimela, S. (1999). Liikuntalääketiede. Helsinki: Duodecim.