Yoga is a combination of postures, repetitive movements and breath work, and despite your thoughts that you're not flexible enough to give it a try, flexibility is not the point of the practice. A study published in 2007 in the "Oxford Journals" found yoga to be a "promising intervention for depression." As a complementary treatment during the study, yoga was found to reduce depression, anger and anxiety as well as neurotic symptoms and low frequency heart rate variability, which is a predictor of chronic heart failure. While not all mental health professionals agree that yoga on its own has the power to heal psychiatric disorders, most will recognize that yoga in addition to antidepressants and/or psychotherapy can be beneficial in reducing the symptoms of depression.
A study conducted by the National Institute of Mental Health (NIMH) and Neuroscience (in India) found that up to 73 percent of people who practiced a form of yoga called sudarshan kriya, where the emphasis is on breathing naturally through the nose with the mouth closed in three distinct rhythms, found relief from their depression.
Not all yoga is the same, so try out different styles to find which one is the right fit for you (for example, some classes and styles will include pranayama breath work). Practicing for 20 minutes a day, or at least three times a week, will give you the maximum benefits.
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