Exercise, including lifting weights, has been shown to reduce the symptoms of stress. This is believed to be due to a number of factors, such as the release of endorphins (feel-good chemicals) in the brain, the improvement of sleep, and the reduction of muscle tension. Exercise can also serve as a distraction from daily stressors and provide a sense of accomplishment and control.
Weight lifting specifically can also lead to an increase in muscle mass and strength, which can improve overall physical fitness and self-esteem. This can in turn lead to a greater sense of confidence and control in life which can lower stress levels.
Additionally, weight training can also help increase the production of brain-derived neurotrophic factor(BDNF) which is a protein that plays a role in the growth and survival of brain cells, BDNF can help reduce stress-induced shrinkage of the hippocampus which is a brain region that plays a critical role in memory and mood.