What are some therapies for depression other than meds?

Lately it’s been pretty bad.
He’s already on a variety of medications.
They lessen the severity- but like I said- it’s still pretty bad.
What are some other ways he can bring his depression and anxiety under control? I don’t mean taking herbal remedies or anything like that.
I mean something like exercising- which his doctor recommended.
Any help is greatly appreciated- thanks.

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