One of the great things about exercise is that it can help improve mood in the short term. By no means does it cute depression like some people seem to think it does, but the endorphins do enhance your mood for a little bit. In fact, one of the techniques I use to avoid binging and purging is doing as many push-ups as I can when upset.
Here are some of the things I do to help get me to exercise.
Reward yourself for exercise: I have a Netflix show that I only allow myself to watch while on the elliptical.
Do something fun. Do Zumba in your room or buy a hoola hoop to play around with.
If you get anxious about going out, don't. Workout at home!
Wake up, drink a coffee and go workout right away before the depression hits you. I find I have half an hour of being okay before my mood sinks.
Join a class. Then you have a bit of accountability. Even better, join a team. That way you have to go or let the team down.
Hope some of that helped.