From the Harvard Mental Health Letter
YOGA FOR ANXIETY AND DEPRESSION:
Research suggests that this practice modulates the stress response.
FROM THE ARTICLE:
Natural anxiety relief
Available reviews of a wide range of yoga practices suggest they can reduce the impact of exaggerated stress responses and may be helpful for both anxiety and depression. In this respect, yoga functions like other self-soothing techniques, such as meditation, relaxation, exercise, or even socializing with friends.