The benefits of exercise for mental wellbeing have shown to be positive; especially in the treatment of anxiety and depression.
Implementing breathing techniques to slow your breathing and ensure deep diaphragmatic breaths can influence your nervous system and subsequently improve your mental health.
Breathing techniques have shown to reduce sympathetic nervous system activity and upregulate your parasympathetic nervous system. This response in your nervous system is a similar response to meditation and mindfulness practices.
The following YouTube video 'Relieve Stress & Anxiety with Simple Breathing Techniques' provides a simple overview of two breathing techniques you can use to improve your mental health.