I'm not involved in theatre myself very much, but surely improv groups aren't ONLY about comedy?

Creative people, with intelligence, wit and empathy.

Both men and women have those qualities.   

As cogito says improv is not just about laughs it, like all kinds of acting, is about finding the reality in any situation.  Improv is also about team work and being fearless about making mistakes.   Mistakes teach what doesn't work in acting and in life.

I was terrified my first fully improv show.  I was so afraid that I would not be funny and would come across as ridiculous.    What that experience taught me is that just like in any theater that playing only for comedy was a no win situation.   That isn't to say that comedy gold didn't happen from time to time but rather that really funny stuff can happen when you just play being in the moment and making up stuff as you go along just like in real life.

As for our anonymous friend below you are speaking from a position of inexperience.  Improv actors are just as serious about their work as scripted theater folks are.   The kind of experience he talks about is much more aligned with "sketch comedy" companies.   They are the groups that force "slapstick comedy" and rarely produce anything really intelligent or character focused, but rather just each creator making themselves the center of every story.

Women who can make things up ..... hmmm.....

All sorts, I'm guessing.  But if you imagine that it's all about comedy, you're wrong.  Most such groups work with very serious concepts, dramatic ones, violent ones, sexual ones - as well as comic ones.  You'd need to be a very good actor, very quick-witted, confident and not afraid of making a total idiot of yourself.

Personally, I'd hate that and it would make me even more depressed!

The spontaneous kind.

The same kind you see on the street, at malls, restaurants, car shows, the park, the gym... only they go to improve classes. They're PEOPLE like any other people. Would you ask what kind of people hang out in baseball fields? I find this question very odd. Maybe if you clarified it would make more sense.

Improve and acting classes are great therapy, but I should warn you that it could also cause the opposite result where it ruins your confidence and even sends you into deeper depression. There's a lot of (constructive) criticism and pressure involved, or you might realize you're not as good as you thought you were, or the audience (your fellow group members/students and teacher) might not laugh. I don't know you, but make sure you can handle something like that. See a therapist and see if they recommend it at all.

Very smart women, I think.  improv. types on TV seem very quick witted. Unless it is some sort of fix.  Like the quiz shows.

I have no idea because I would rather crawl a mile naked over broken glass than hang out in improv groups. There is literally nothing more inane and annoying on the entire planet Earth than improv groups. Never funny. Any laughing is nervous laughter because it's just so fvck!ng uncomfortable to watch because it's all just so pathetic and embarrassing.