Mental and physical health during the pandemic are related

It is well known at this point that physical exercise can benefit our mental health. We also may have experienced that when we are not feeling well mentally, e.g. when we are feeling anxious or depressed, it is more difficult to motivate ourselves to exercise. This paradox appears to have become more pronounced during the COVID-19 pandemic. 
A recent preprint (not yet peer-reviewed by an academic journal) surveyed over a 1,000 English-speakers (mostly Canadian) about their current mental health status and levels of physical activity between April-June of 2020. The authors found that physical activity was reduced in respondents whose mental health worsened during the pandemic. Conversely, people who engaged in less physical activity both during the pandemic, as well as before, also reported experiencing more anxiety and depression. There was also a shift in people’s motivations for engaging in physical exercise, with less of a focus on appearance and body image and more of a focus on stress relief and sleep quality. The study can not answer whether lack of exercise causes feelings of anxiety and depression or vice versa, but does highlight the interconnectedness of physical and mental health on overall wellbeing.
You can read more here: 
https://www.biorxiv.org/content/10.1101/2020.09.03.280719v1