There's little doubt that going for a run or playing tennis is an excellent way to reduce stress. A group of researchers have evidence that physical changes may be taking place in our brain to cause this anxiety relief. Researchers found that after exercise, the ventral hippocampus, the part of the brain that controls the fear response, grew new neurons along with mechanisms that help prevent fear cells from firing. The result is that external stresses are taken in stride, with a lower fear response. Exercise may both help heighten the brain's response to stimuli and allow it to deal better with anxiety.