Yoga is known as a soothing, relaxing form of exercise. It employs controlled breaths and meditation techniques in order to increase mental focus. In Yoga, One's ability to focus on the present is increased, and in conjunction, so is one's ability to manage stress. Therefore, making it very helpful in controlling anxiety and depression.

In 2009, the Harvard Mental Health Letter released an article titled "Yoga for Anxiety and Depression". The article explored how yoga tames the stress response, and how it helps to improve mood or function.

This article does a great job showing how yoga specifically helps to improve mental health, helps in controlling anxiety and depression, and also helps to manage stress.

Yoga helps to tame anxiety and depression primarily by taming the body's stress response. As the article "Yoga for Anxiety and Depression" said, yoga may help to reduce blood pressure, heart rate, and ease respiration. This in turn helps the body to minimize stress and anxiety. An additional study showed that yoga practitioners also had developed a higher pain tolerance; due to the effects of yoga on the stress response systems. This carries over into helping one improve mental health, in controlling anxiety and depression, and helping one manage stress.

The article also explored a 2005 Germany study on how yoga would benefit women who described themselves as "emotionally distressed". After being prescribed yoga classes, the women's depression scores improved by 50%, anxiety by 30%, and overall well-being by 65%. (According to the CES-D test) They also reported improvements in energy, fatigue, well-being, stress, and depression.

Yoga can be very beneficial to those suffering with anxiety and depression. I don't mean to suggest it as a cure, but purely as a supplement and help. Professional help may be needed in most cases. My only object here is to suggest it as a help to those suffering with symptoms of high anxiety and depression.

There are many yoga programs out there. Hatha yoga is very popular, along with ashtanga and bikram. This program is called "Runner's Yoga", and despite the title, it's for everyone. It employs breathing techniques similar to hatha yoga and also borrows heavily from ashtanga yoga.

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Hopefully this helps!

Furthermore, here's the link to the harvard newsletter: