You already know this: Exercise Can Aid in Emotional Regulation (PsychCentral). The way it was measured here may improve your mood (with or without exercise):
The study was conducted on 80 participants (40 men and 40 women) and each was assigned to either an aerobic exercise or no exercise (stretching).
They were asked to complete an online survey to establish their emotional mood and then immediately instructed to either jog for 30 minutes, or stretch for 30 minutes.
They were subsequently asked to watch a sad scene from the film “The Champ.” The participants then completed a range of questionnaires and measures to determine their emotion regulation.
Finally, all participants were instructed to watch a brief, amusing clip from “When Harry Met Sally.”
[P]articipants who had completed 30 minutes of moderate aerobic exercise reported feeling less sadness by the end of the study, in comparison to individuals who had not exercised.