It may seem a bit strange that exercising can be relaxing because most people view relaxation as not doing anything. The thing is that the reason why we want to relax is to reduce the stress we feel. When you exercise, your body creates endorphins and these endorphins make you feel good. Think about it for a moment, have you ever gone on a walk when you were upset and while you walked you felt yourself calm down and maybe even feel a bit peaceful? This happens because of those endorphins and believe it or not this will help you feel much more relaxed.