Exercise is proven to help with depression, it releases happy endorphins. The question is how does one get motivated to exercise while depressed?
Start with a walk to the mailbox each day. Take your time, breathe deeply and enjoy the sun on your face. Then make the trip a little longer each day. Smile at anyone you meet. Then after awhile you may want to walk faster and stay out longer. You have a doggie, so take him with you. If people stop to admire him, talk to them, don't be afraid.
Let us know how you are doing, OK?