When you sing, you release endorphins from your brain. It doesn't matter if you sound good or not; the effect is the same. If you're shy or embarrassed, you can try whistling or humming.
People magnify human emotion. If you're able to sing in a group, it will increase the feel-good effect. So, the more, the merrier.
If you're alone, you can combine walking with singing to get a powerful mood-lifting effect.
Humming also has the added benefit of clearing your ear, nose, and throat to help you breathe better. It's also been said to help with sore throats and earaches by stimulating the area and fighting off Infections.
So next time you feel depressed or anxious, whistle, hum, or sing yourself a happy tune.