Workout depression

Has anyone experienced a feeling of sadness and emptiness after working out?

I began working out because my university makes me cover some deportive credits; the first 2 weeks I felt a little bit more energetic and “happy” (more like I just didn’t feel sad) but after those weeks I have been feeling sad and have constant ideas of suicide, as if after workout I could jump off a bridge, is it normal?

Before my diagnosed depression I usually did exercise and felt anxious, but I just assumed that it was the anxiety that I have had since all my life, but now seeing how it is with depression, I guess it has something to do with exercising.

My parents say that I have a better mood, maybe what changed in me is that I appear more “stable” but in reality I just keep with these thoughts.

And also my father says that it’s impossible that exercise makes you sad because “studies” say that they improve your mood, but searching in internet, there’s a lot of people going through the same.