Though the research is still thin, many health experts say even moderate exercise can help relieve the problems of menopause in some women, including anxiety, insomnia and night sweats.

Menopause, which typically occurs between the ages of 45 and 55, is when a woman stops menstruating. Symptoms can range from mood swings, to hot flashes, headaches and trouble focusing.

The National Institutes of Health is conducting a wide-ranging study of several issues related to menopause, including depression, cognitive and sexual function. NIH-backed research so far only suggests a link between physical activity and decreased symptoms of menopause -- no proof

For example, women who exercise may report fewer hot flashes simply because they are less preoccupied with such symptoms, said Sheryl Sherman, a doctor with the National Institute on Aging, an arm of NIH.

While experiences vary from woman to woman, some say even a little boost in physical activity goes a long way.