People who train regularly seem to be set off less easily, not because they care less but because a fitter body reads fewer situations as emergencies.

What the research says

In a randomised controlled trial, two weeks of aerobic exercise reduced fear of anxiety-related bodily sensations, plausibly through repeated safe experience of a racing heart and breathlessness. Separately, a meta-analysis found exercise training reduced depressive symptoms in people with chronic illness, with larger effects for those who began more depressed. Neither looked at anger, and the neat story about the amygdala quietening is a reasonable guess rather than something these trials measured.

Strength of evidence: one line of research. A single study, or a theoretical account.