The objective of this study is to determine the components that contribute to psychological resilience in adolescents and to determine if physical exercise, emotion control, or self-efficacy are more effective predictors of resilience. Data from participants was collected through a personal information form, the International Physical Activity Questionnaire-Short Form, the Self-Efficacy Scale for Children, the Emotion Regulation Scale for Children and Adolescents, and the Psychological Resilience Scale for Children and Adolescents. The data were gathered online from 16 out of the 81 provinces in Turkey, representing 7 different regions, using convenience sampling. The study sample comprised 505 adolescents, with 309 females and 196 males. The average age of the participants was 15.66 years, with a standard deviation of 1.34. The data obtained from the students was analyzed using SPSS 27.0 statistical software. The Chi-Square test was employed to establish the correlation between the demographic features of adolescents and their levels of physical activity. The relationship between the independent variables and the dependent variable was determined using correlation analysis and hierarchical regression analysis. According to the analyzed results, there was a substantial positive correlation between physical activity and resilience, reappraisal and resilience, and self-efficacy and resilience. In addition, it was noted that physical activity alone explains 4.8% of the overall variation in resilience and is a significant predictor of resilience. The inclusion of reappraisal in the model resulted in a partial prediction of resilience by physical activity. However, the primary strength of the model was attributed to reappraisal. The inclusion of self-efficacy in the model resulted in a significant prediction of resilience, accounting for 36.8% of the total variance. The self-efficacy variable had a higher impact level compared to the other variables. Furthermore, the inclusion of self-efficacy in the model resulted in the elimination of the influence of physical activity on resilience. The research conclusions point out that self-efficacy has a greater impact on psychological resilience compared to physical activity and emotion regulation.