Physical activity has been associated with numerous benefits that extend to mental health, although how these benefits are accrued is not clear. The notion that animal research can prove useful in this regard may initially seem irrelevant and even inapplicable. However, there is a growing body of evidence, focusing in particular on exercise, to suggest that the biochemical changes induced with exercise include many of the same systems involved in psychiatric illnesses such as depression and anxiety disorder. Moreover, these changes parallel what has been linked to the clinical benefits of pharmacotherapy. While animal studies cannot adequately tap into the psychological benefits of activity or exercise, they are better suited to address the biological component across a number of dimensions. The focus of this commentary is on how animal studies and/or models may be utilized to better understand the relationship between physical activity and mental health/illness. Animal work is not without its limitations and must stand the test of translational value. Against this standard, we are not pursuing comprehensive animal models that mirror the human condition as much as paradigms that elicit selected biological features of a mental disorder's underlying pathophysiology.