Does exercise really help with depression?
Does getting fat cause diabetes?
Yes and yes. Depression is excess cortisol in your body (and some psychological issues for which you need a therapist or friend). Exercise is an acute stressor (cortisol is a stress signal), but exercise training reduces cortisol levels directly and, most importantly, reduces the systemic inflammation that also causes cortisol secretion.
Getting fat does cause diabetes. Being overweight accounts for a staggering proportion of all cases of type II diabetes. It's a complex system of hormonal interactions that causes it, but endless studies show the link, and not only that, but that insulin resistance decreases when people lose weight again.
Being overweight also contributes, incidentally, to depression, and vice versa. As well as atherosclerosis, stroke, heart disease, various cancers, overall cancer morbidity and mortality, ageing, Alzheimer's (although an obese person probably won't survive that long), liver damage and kidney failure.
All these risks, plus little inconveniences such as being more susceptible to minor infections, delayed wound healing times, longer bouts of cold sores etc., can be reduced by one simple lifestyle choice: exercise.
If I knew all this and didn't exercise (but could), I'd be pretty depressed with myself.