Scientists in Stockholm help explain how exercise and strength training helps block 'depression' brain chemicals

The New York Times recently published a post on the positive effects of exercise on depression, which by now is common sense. The difference with this article is that after studies conducted by researchers at the Karolinska Institute in Stockholm, we now have a better understanding as to how the brain actually blocks chemicals that induce depressive thoughts.
The details of the study, which involved dozens of experiments on mice and their emotional feedback to various stress induced actions, can be found here: http://well.blogs.nytimes.com/2014/10/01/how-exercise-may-protect-against-depression.
It’s an interesting posts which delves into how scientists measure depression in mice and the effects exercise has on combatting depressive thoughts faced by the little critters.
The main takeaway from the study, and why you should lift weights when feeling stressed or depressed, can be scientifically explained as such:

Exercise and strength training, in both mice and people, increases the production within muscles of an enzyme called PGC-1alpha. In particular, exercise raises levels of a specific subtype of the enzyme known as PGC-1alpha1. 
Scientists identified a substance called kynurenine that accumulates in human and animal bloodstreams after stress. Kynurenine can pass the blood-brain barrier and has been shown to cause damaging inflammation in the brain, leading to depression.
In mice with high levels of PGC-1alpha1, the kynurenine produced by stress was set upon almost immediately by another protein expressed in response to signals from the PGC-1alpha1. This protein changed the kynurenine, breaking it into its component parts which could not pass the blood-brain barrier. In effect, the extra PGC-1alpha1 had called up guards that defused the threat to the animals’ brains and mood from frequent stress.
After muscle biopsies, scientists found that exercised muscle cells contained substantially more PGC-1alpha1, the substance that breaks down kynurenine.

Simply put, if you are stressed or depressed, go lift weights in order to kick in those enzymes that keep your kynurenine in check.
References:
http://well.blogs.nytimes.com/2014/10/01/how-exercise-may-protect-against-depression/