Why are the months in which we are most prone to doing less the ones in which we feel the most stress? Because gorging on fatty comfort foods, skipping social engagements and cutting back on exercising are exactly the kinds of activities that increase stress levels.

Find inspiration from O's top 5 ways to beat the winter blahs

There is a difference between simply feeling rundown and being diagnosed with Seasonal Affective Disorder (SAD). Women's health expert and frequent guest of The Oprah Show Dr. Christian Northrup calls SAD "the PMS of the annual calendar."

"What it is, is you're not getting enough serotonin. So the reason you're getting depressed is absolutely real," she says. "Natural light is a nutrient and it hits our retinas and it increases our serotonin in our blood so everybody in Chicago, everyone in the whole northern areas needs some natural light."

How can you get any natural light when the days are so short and it's so cold out you can't imagine getting up from under a duvet, much less venturing outside? Dr. Northrup says some artificial lights can mimic the effects of sunlight. Look for a light box that advertises sunlight wavelengths or a lightbulb with full-spectrum lighting.

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