One thing that can happen is that exercise, or anything that stimulates can make you feel good because it does stimulates the adrenals.
This is why we are prone to things like over-exercise in the early stages, or any stimulant (coffeee, p 0 r n, etc) They make us feel good from the surge in hormones and neurotransmitters.
So if you adrenals are somewhat compromised, but able to respond to a stimulant, the stimulant will make you feel better. But if used excessively, will make you worse.
We need exercise, but just try not to over-do it, or it can make you worse.