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According to a study report published in British Medical Journal Case Reports, swimming in cold water may be an effective treatment for depression. The study was led by television doctor Chris Van Tulleken from the University College, London, and co-authored by two scientists from the University of Portsmouth. They brought out the case of a woman with severe anxiety and depression who began cold water swimming and immediately started feeling better.
She continued swimming and her symptoms of depression and anxiety started going down. This case study was the first to examine open water therapy to treat depression and it was a part of a television programme made by Dr Van Tulleken.
Depression is the leading cause of disability worldwide and the use of antidepressants are on the rise, according to Dr Van Tulleken. According to some researchers, this is how cold water swimming helps with depression.
Cold Water Activates Stress Response In The Body 
Cold water swimming evokes a stress response which is a set of physiological and hormonal reactions that help to manage many types of potential threats. When you swim in cold water, there is an increase in blood pressure, breathing rate and stress hormones start releasing.
But, if you immerse in cold water only for a few times of 15 degrees Celsius or less, the stress response is reduced.
Cold Water Activates The Brain 
Exposing yourself to cold water swimming acts as a shock treatment that triggers beta-endorphin and noradrenaline in the brain. The shock of the cold water is quite similar to electrical shock treatment in many ways. Large quantities of electrical impulses travel from the nerve endings of the skin to reach the brain. They jolt your system to increase the energy levels, clarity and alertness. This reaction can have a beneficial effect on depression.
Cold Showers Help In Dealing With Anxiety 
Researchers found that cold water shower has a positive effect in lowering the cortisol hormone which is the stress hormone that kicks in when tension and anxiety take over. The cold water causes the blood vessels to tighten up which improves blood circulation from the body's surface to the core in order to conserve heat. As the blood travels to the brain and vital organs in the body, there is oxygen circulation which helps in detoxification, making you feel relaxed and energised.
Tips To Get Started With Cold Water Swimming
- If you are suffering from migraines and heart problems, check with your doctor first before you start cold water swimming.
- Make sure that the temperature of the water is between 15 to 20 degrees Celsius.
- Start swimming in shallow water and gradually go deeper.
- Stay for two to three minutes till you feel warm and evoke a cold water shock response.
-  van Tulleken, C., Tipton, M., Massey, H., & Harper, C. M. (2018). Open water swimming as a treatment for major depressive disorder. BMJ case reports, 2018, bcr-2018.