This is common advice for stress relief, and that’s because it works … but it’s also a stress prevention method. Exercising helps relieve the stress buildup, it gives you some quiet time to contemplate and relax, and just as importantly, it makes you more fit. A fitter person is better equipped to handle stress. Another important factor: being unhealthy can be a major stressor (especially once you have to go to the hospital), and exercise can help prevent that.