I would say exercise. But Sleep is by far more important. If you do get some more sleep, your exercise will feel much much much better. Finally if you do decide to go exercise do not feel like you have to follow the program someone put up, you can do the exercises you want and be good with it. Just make sure to not injure yourself or develop bad habits.
Other then that...
Last night I was stressed and depressed even after I worked out. I fixed it by laying down for 30 minutes and destressing/meditating/thinking about it. Immediately after I got some good food and ate it, and went on to do my work.
Good food is always a good destressor.
Also a really funny show or video might help like: https://www.youtube.com/watch?v=xa-4IAR_9Yw
Lastly if you have been depressed for a very long time due to monotony. Use some of your money and splurge on something or spoil yourself with something. I spent $45 last month on things entirely unnecessary and it gave me a temporary rush of happiness. Just don't go overboard.
