Blue Monday, also known as the most depressing day of the year, falls on the third Monday in January every year.
The royal, 50, shared some images as she enjoyed a forest walk with her puppy, Mambo.
"Exercise is good for your physical but also for your mental health, especially if you can do it outside. Today, on Blue Monday, I take a long walk. You too?" she wrote in the tweet.
WATCH: Prince William encourages people to get active for their mental health
Maxima also tagged mental health organisation, MIND, in her message, which is encouraging the public to get out for a run or a walk on Blue Monday.
The Dutch queen has long been a supporter of the organisation, and has previously spoken about how the pandemic has affected people's mental health, particularly children and young people.
Queen Maxima shared photos from her walk on Blue Monday
Meanwhile, Mind UK is challenging people to set themselves a 30-day exercise and fundraising goal this winter.
The royal was joined by her puppy, Mambo
Maxima resides with her husband, King Willem-Alexander, at Huis ten Bosch Palace in The Hague. The couple are parents to three daughters, Princess Catharina-Amalia, 18, Princess Alexia, 16, and Princess Ariane, 14.
Princess Alexia is currently studying for her International Baccalaureate at UWC Atlantic College in Llantwit Major, Wales.
The royals welcomed their puppy Mambo to their family back in October, sharing a photo to mark World Animal Day. As well as their new pup, Mambo, the family are also the proud owners of three Labradors called Luna, Skipper and Nala.
If you're feeling more than blue, or know someone who is, Samaritans offer emotional support. Call Samaritans for free anytime on 116 123 – this number won’t show up on your phone bill. You can also send an email or download the organisation's self-help app. To make an appointment to speak with a trained volunteer, call 01462 455333.
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