I've been dealing with depression a lot since I quit drinking. I've found that exercise does help, but for me it has to be exercise that I actually enjoy. I've been going for walks. I like exploring different parts of my neighborhood and now that I've been doing it a while I can cover 4 or 5 miles in a day! Being in better shape gives me more energy and I actually feel like getting up and doing something instead of just vegging out in front of the TV for hours
I've also found that just cleaning my space has been really helpful. I let my house turn into a disgusting mess when my depression was at it's worst, and the act of tidying it all up helped improve my mood a lot. Having actual space to work and everything where its supposed to be has made me much more productive artistically too. Seeing a mess every day was just making me more depressed.
Finding a new hobby that you have to learn about and get better at can really help with getting the creative process going too.
I hope this is helpful. I know the same things don't always work for everyone, but I'm in a much better place than I was 2 years ago now