Depression woke me up yesterday morning. Not mine, but someone on the Today programme as my alarm went off telling me exercise doesn't help to make people with the illness feel better.

The report was based on a study that looked at the effect of giving encouragement and advice about exercising on symptoms of depression. Apparently exercise support did increase the amount of exercise done, but this exercise had no significant effect on depression.

I'm writing this just after coming back from a run. Today I didn't go because I felt bad; I had some new trainers to break in, and am starting training for a half marathon later in the year (all donations gratefully received!). But I started running 'properly' (semi-regularly, really) because of depression, and it's still a big reason I go.

Running helps me. It means that instead of staring at the ceiling I'm out doing something that takes my mind off things. It clears my head, so I can think things through without the constant background static. It gives me a rush, especially for the hour or so after I finish. And even after it dissipates, I feel like I've achieved something.

You also get a sense of community. There are podcasts, blogs, and forums dedicated to running. Someone running the other way down Pentonville Road once high-fived me (today someone yelled "Go on, diddums" at me, which was odd). These things matter.

I don't want to overstate this. The effect does wear off. It doesn't 'solve' everything on its own. It also doesn't always work: often the hardest bit is rousing myself from my little pit of misery, because all I really want to do is sit in my little pit and feel sorry for myself (or, more accurately, feel angry/ashamed/hateful at myself). But even this can be useful as a kind of barometer for how I am: if I can't get myself out for a run, I know I'm pretty bad. These days I can usually force myself out.

This isn't to say the study should be disregarded and I should be appointed as Woe Tsar. But judging from some of the news reports on the study, my personal experience is worthless here and I should accept that whatever I might think running doesn't do anything for me. That's a hugely patronising and rather strange view. Mood, like physical pain, is something that can only really be judged by the person experiencing it, and an academic study isn't going to stop running from lifting my mood.

Whatever the study's results, and it's worth reading the excellent Behind the Headlines on it, I'll keep running. Because it works for me.

Does this make me equivalent to anti-vaccination campaigners, as some have suggested in relation to Simon Hattenstone's Guardian article? No. It's not an affront to medicine or science to keep doing something that works for you if studies - and besides, this is only one study - say it shouldn't. I don't run instead of using other methods. I'd never suggest anyone stop recommended treatment and just rely on pounding the pavement. And whether or not the science says it helps, it doesn't say it does any harm as long as you don't push yourself too hard.

Of course, it doesn't work for everyone. For some people running just isn't practical, either because it's physically difficult or their depression is too great for them to get out of bed. And maybe on aggregate it doesn't have any effect - that finding's important for treatment if it's replicated. But for me, and judging from the reaction on Twitter yesterday for a lot of angry exercisers, running does help deal with mental health problems. I won't be hanging up my trainers any time soon.

Follow Jamie Thunder on Twitter: www.twitter.com/jdthndr