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Exercising a little more could help depressed smokers quit faster, according to a new study.

Previous studies reveal that people diagnosed with depression smoke twice as often as their non-depressed counterparts. What's more, smokers with more mental health issues have a harder time kicking their habit than they're actually aware of.

Researchers at Concordia University found that while general rates of smoking have steadily declined, about 40 percent of depression sufferers are still holding on to the habit.

Researchers in the latest study wanted to understand the reason behind the higher rates of smoking among depression sufferers. They found that people with mental disorders simply have a more difficult time quitting, no matter how much they want to.

While depressed smokers are less able to deal with the stress, cravings and insomnia that generally comes with quitting cold turkey, researchers found that a bit more exercise could significantly reduce the cigarette cravings in smokers with depression. The findings held true even after accounting for depression symptoms, according to researchers.

"The review should be seen as a call to arms," study co-author Grégory Moullec, a postdoctoral researcher affiliated with Concordia's Department of Exercise Science, said in a news release.

"Our hope is that this study will continue to sensitize researchers and clinicians on the promising role of exercise in the treatment of both depression and smoking cessation," added first author Paquito Bernard, of the University of Montpellier in France, according to the news release.

"We still need stronger evidence to convince policymakers," said Moullec.

"Unfortunately there is still skepticism about exercise compared to pharmacological strategies. But if we continue to conduct ambitious trials, using high-standard methodology, we will get to know which interventions are the most effective of all," he concluded.

The findings are published in the journal Nicotine & Tobacco Research.