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Health classes don’t have to focus on just eating right and exercising more, according to the latest study. In fact, they might be more effective if they addressed teens’ mental as well as physical needs.

Researchers led by Bernadette Melnyk, the dean of the nursing school and chief wellness officer at Ohio State University, studied nearly 800 teens aged 14 years to 16 years from varied backgrounds at eleven high schools in the Southwest. Compared to students who received a traditional health class for 15 weekly sessions that focused on topics road safety and infectious disease, those who exercised for 15 to 20 minutes daily and were taught cognitive techniques to reduce stress and anxiety were less a third as likely to gain significant weight. They took an average of around 4000 more steps per day than those in the traditional health class. “Only 2.7% of those [in the program] moved to overweight or obese, whereas almost 9% in the control group [did],” says Melnyk.

The participants receiving the cognitive training also had a 35% drop in drinking by the end of the program. And those who were most depressed at the start of the study moved back into the normal mood range if they received the exercise and coping class.

“These are very exciting findings,” says Patricia Conrod, associate professor of psychiatry at the University of Montreal, who was not connected with the study, “It’s one of first studies to demonstrate that psychological interventions that were originally designed to improve mental health [may] have beneficial effects on other health indicators.”

The program, called COPE for Creating Opportunities for Personal Empowerment, was developed by Melnyk and teaches teens to examine the relationships between their thoughts, emotions and actions. It’s based on cognitive behavioral therapy (CBT), which has repeatedly been shown to be an effective treatment for many mental illnesses. Participants learn to identify “activating events”— for example, being told by a classmate that their art project “sucked” — that triggers emotional crises. In such situations, some adolescents immediately fall into a negative spiral, thinking “I can’t do anything right,” or “No one likes me.”

While in the program, however, the students learned how to examine those thoughts and replace them with more positive ones such as, “That’s just one person’s opinion,” or “Ok, maybe this one didn’t work, but I usually do a good job,” says Melnyk. Doing that repeatedly is an effective way to fight depression and anxiety, research finds. Now, studies like this are starting to suggest that it might prevent those disorders entirely if taught early enough.

But what features of COPE were the responsible for the students’ improved mood and weight loss? The fact that both exercise and mental health skills are part of the program makes it hard to distinguish each factor’s role in the final outcome. However, they may be synergistic. “It’s possible that getting moving kick starts the physiological reactions that improve mood and then allow the other changes,” Conrod says, “[But it’s] equally possible that better cognitive and mental health allows them to make changes in their life,” like eating less and moving more.

Melnyk, for her part, believes that the therapy element is the defining feature of the program, noting that many other wellness strategies include exercise without CBT tactics and do not enjoy similar results. The teens also seemed to support her theory, reporting that this part of the program was most helpful for them.

That supports the idea of incorporating more cognitive behavioral approaches in health-based programs, and moving away from the idea that these strategies are only good for the mind. It turns out the they do both mind and body good, and that these contributions may even feed off of each other.

The research was published in the American Journal of Preventive Medicine.