Certainly, YES.
1. Logically, if u make yourself busy in some task, your mind gets away from the problems that you keep running in your mind. Overthinking is root cause of Depression. If you exercise regularly and you feel heathy and powerful, I doubt there will room for anxiety anymore. Exercises, Yoga, Meditation, etc. gives your mind a stability.
2. Scientifically, exercising daily gives rise increase of Testosterones, which is again helpful to boost your confidence.
I hope, I could explain you the benefits of exercising daily. GO, hit the Gym.