Top 5 things exercise is good for: Helps for depression and anxiety. Improves mood. Reduces stress. Increases self-esteem and self-confidence. Improves endurance Better sleep.  yes.

To say simply, yes. There's a lot of science behind how and why, chemical responses in the brain...xyz, someone smarter than me can speak to it(tag a link). But yes. I highly suggest this, even going on small walks to build momentum.