This study identifies a role for adiponectin in modulating hippocampal neurogenesis and alleviating depression-like behaviors in laboratory animals. Adiponectin is a hormone secreted by adipocytes. The authors report that adiponectin may be an essential factor mediating the antidepressant effects of physical exercise via adiponectin receptor 1-mediated activation of AMP-activated protein kinase. They suggest that this may offer new therapeutic treatment options for depression.

Yau SY, Li A, Hoo RLC, Ching YP, Christie BR, Lee TMC, Xu A, So K-F: Physical exercise-induced hippocampal neurogenesis and antidepressant effects are mediated by the adipocyte hormone adiponectin. Proc. Natl. Acad. Sci. USA 111(44): 15810-15815 (2014).
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http://www.ncbi.nlm.nih.gov/pubmed/25331877