It feels pretty weird to me that people are almost programmed to recommend Therapy or Gym as the ultimate solutions.
Despite the fact that not all people are capable of doing both.
Further more, there is no study, as far as my knowledge go, that show any ultimate cure for depression. Matter of fact I had seen a study that suggest a very high percentage of people are drug treatment resistant (meaning that there depression would not get better with any prescribed drugs).
I had seen studies that say that training or even just daily walks can highly improve mood, but I had never heard that they fully cure depression.
People recommend exercise and went to therapy because those are found helpful in manage the mood and thus manage their depression. Depression isn’t like a disease, it cannot be cure. The last time people “curing” depression is by shoving a stick into their eye and mush up their brain so they won’t feel depressed anymore.