The same is true for me. I always feel energized and find my mood improved after I work out. I need to do it more too! I have depression as well, and in my opinion exercise is the best anti-depressant.
So go for it! Exercise can only ever do you good (unless you work out too much/obsessively).
I always feel a little better after I work out but I definitely have trouble getting motivated. I'm only 130lbs so I'm pretty skinny but I have no endurance at all, I can only run for about 3 minutes before I'm totally out of breath. I always end up giving up because of this.
I've noticed this much: exercising at home and exercising away from home are very different. I used to weight train in the basement 30 minutes hard every day. That really didn't do anything for me. Taking a long, slow walk to the post office or store usually boosts my mood.
I like working out because it's nice to see your body change from all the hard work you put into it. I like the sore feeling I get the following days after a good workout. It is really the only positive thing in my life right and the only thing I feel like I have control over. Unfortunately, working out does not help my SA at all.