Make exercise a regular part of your life, something that you don't discontinue because of weather.
When it's many days gloomy and rainy like this, we don't get out and do the things that keep us active. And there are hundreds of studies that show how exercise combats depression, especially when you're talking about moderate depression.
(During rainy weather) we tend to stay indoors and do household stuff and not socialize. When people get depressed, they tend to isolate themselves. It's a symptom but also a cause.
All of us get the blues now and then. It's just more frequent when these factors ? bad weather, lack of exercise ? combine.