Exercising and eating the right foods both have positive effects on your brain and mental health. But If you can only introduce one of these lifestyle changes, which is better for your brain and mental health: regular exercise or a healthy diet? Both exercise and nutrition protect your brain from mental decline and dementia. And both are natural antidepressants and anxiety treatments that elevate your mood and control worry. Exercise is marginally more beneficial, but you can be safe in the knowledge that incorporating either one or both into your life will have a positive impact on your brain and mental health.