"The exercise high does exist," says Toby Mündel, a senior lecturer in the School of Sport and Exercise at Massey University. He teaches a paper on 'the exercising brain'.
So how do you get it - you know, that buzzy feeling of euphoria? You've got do prolonged exercise, Mündel says, like running, swimming or biking long distances. This will propel you beyond feeling "pumped", which is something a weight-lifter might feel after a short and intense workout.
Mündel says part of an exercise high is due to an increase in brain activity (increased pressure and blood flow to the brain), like shifting up through gears on a car.
Men and women also experience an increase in different hormones (for men it's adrenaline; women it's oxytocin) in response to stressful situations, of which exercise can be seen as one, that puts them in a different "state".