Exercise has a direct brain connection, when you consider what it actually does. What we tend to overlook are the feedback loops that connect the brain to every cell in the body. Therefore when you throw a ball, run on a treadmill, or jog along the shore, billions of cells are "seeing" the outside world. The chemicals transmitted form the brain are acting the way sense organs do, making contact with the outside world and offering stimulation from that world. This is why the jump from being sedentary to doing a minimal amount of exercise - such as walking, light gardening, and climbing the stairs instead of taking the elevator - is so healthy. Your cells want to be part of the world.