High Intensity Interval Training (HIIT) is the name for a work-out involving short bursts of vigorous activity, performed at maximum effort. That's probably going to be about 20-30 seconds of effort - certainly not more than a minute. The important thing is to go at it right up until your body just can't do it anymore. That might mean feeling muscle burn, or getting to a point when it would be difficult to carry out a conversation with someone because you're so out of breath.
This doesn't require a gym, or any equipment, because you can use whole-body exercises. For beginners, the recommendation is to keep it simple with exercises like jumping jacks, squats, push ups, crunches, lunges, or simply running on the spot. For the more advanced, more complicated exercises like burpees or single-leg deadlifts might be better.
So you've done the short burst of exercise, then you stop for a recovery period, either resting completely or doing light exercise. This rest period will depend on your fitness level, from a few seconds up to about 4 minutes. The important thing is that it's just long enough to allow you to do another 100% effort burst of exercise.
Obviously, when you're starting out on something like this you need to build it up slowly so that each time you push it a little harder you can check that your body is able to tolerate the stress you're putting it under. However, even at full stretch these short bursts of activity are typically repeated only 4-6 times, with the recovery periods in between. This means that the whole session should last less than 20 minutes, including warm-up and cool down stages. Also, this type of training should not be carried out every day as pushing your body so hard means that you need time to recover so something like 3 times per week is the maximum you should be doing this.
HIIT is particularly efficient at generating a protein called brain-derived neurotrophic factor (BDNF). Your brain needs BDNF for activity dependent neuronal plasticity - that's the ability to generate, re-shape and strengthen connections between brain cells in response to environmental influences. This allows more flexibility so that your brain can physically adapt to cope with challenging, stressful situations. Someone with altered levels of BDNF is less able to cope with difficulties and may be at an increased risk of depression and even suicidal behaviour. Specifically, it's a a low level of BDNF the hippocampus and medial prefrontal cortex which is associated with depression.
Established anti-depressant drugs were thought to work simply by increasing the activity of neurotransmitters such as serotonin. But increasingly it's been found that they increase the levels of BDNF, and that this might be the real reason why they help people feel less depressed.
The idea here is not that high BDNF makes you feel good, but that low mood is a result of key neuronal networks in your brain failing to function properly. BDNF is a kind of tool, needed to help fix these networks, ultimately improving your mood. So it's not the BDNF itself that makes you feel less depressed, it's the way that BDNF can help you fix the underlying neuronal cause of any problems.
And this is where HIIT comes in. HIIT significantly increases levels of BDNF, even after a single session. This is why exercise is increasingly used as a treatment for depression. But, it makes even more sense to use it to prevent symptoms of depression from happening in the first place. Maintaining high levels of BDNF through exercise is going to ensure that you are fully able to adapt the complex neural networks in your brain in order to cope well with the stresses and strains of life.
HIIT is not the only exercise programme which increases BDNF, but with a maximum total time commitment of about one hour a week, it's certainly one of the most efficient and practical ways to protect against depression.