Physical inactivity and poor mental health are emerging worldwide youth problems. Using the Global School-based Health Survey, this secondary data analysis study examined the link between physical activity and adolescent mental health among 23,372 adolescents between 11 and 17�years of age in six middle-income countries. The authors assessed physical activity by participation in (a) exercise for 60�min and (b) walking/biking in any day of a week in the past 7�days. The authors assessed mental health by the presence of (a) loneliness, (b) anxiety, (c) depression, (d) suicidal ideation, and (e) suicide attempts in the past 12 months. There was a low prevalence of physical activity among the participants. In general, there was a low prevalence of 12-month mental health problems among adolescents. Further research may incorporate physical activity to promote positive youth mental health for possible cost-effective interventions.