Endorphins are the body’s natural opiates, designed to relieve stress and enhance pleasure. It's common knowledge that exercising releases endorphins, a chemical in your brain that leads to feelings of happiness, even euphoria. But exercise isn’t the only thing thing you can do to release endorphins.ndorphins are the body’s natural opiates, designed to relieve stress and enhance pleasure. It's common knowledge that exercising releases endorphins, a chemical in your brain that leads to feelings of happiness, even euphoria. But exercise isn’t the only thing thing you can do to release endorphins.