Good Evening,
This happens to some other individuals especially if there is underlying depression or a history of having received negative feedback in childhood.
You have listed exercising as a way to cope with this. That is good. Physical work out produces endorphins (the feel good chemicals in the brain)
Other things that are helpful are meditation, journaling (especially in regard to documenting one's thoughts and feelings and trying to see what lead to what)
Supportive counseling is also a good tool since the counselor is objective and can also share tools of how to manage this occurrence. There is a therapy modality called cognitive behavioral therapy and it does target changes in one's thoughts in order for the person to cope better with difficulties.
Licensed Psychotherapist
Licensed Psychotherapist, Certified Hypnotherapist, Self-Help books author