This review synthesizes existing evidence on the relationship between physical activity and mental health in children and adolescents. It examines the associations between physical activity and depression, anxiety, self-esteem, and cognitive functioning, as well as the link between sedentary behaviour and mental health. The review includes a 'review of reviews' of 18 studies, with additional analysis of primary studies on sedentary behaviour. Four review papers reported evidence concerning depression, four for anxiety, three for self-esteem, and seven for cognitive functioning. Nine primary studies assessed associations between sedentary behaviour and mental health. Physical activity has potentially beneficial effects for reduced depression, but the evidence base is weak. Intervention designs are low in quality, and many reviews include cross-sectional studies. Physical activity interventions have been shown to have a small beneficial effect for reduced anxiety but the evidence base is limited. Physical activity can lead to improvements in self-esteem, at least in the short term. However, there is a paucity of good quality research. Reviews on physical activity and cognitive functioning have shown evidence that routine physical activity can be associated with improved cognitive performance and academic achievement, but these associations are usually small and inconsistent. Primary studies showed consistent negative associations between mental health and sedentary behaviour. The evidence suggests that physical activity is associated with improved mental health outcomes in children and adolescents, but the research is often of low quality and the effects are small-to-moderate. Sedentary behaviour, particularly screen time, is associated with poorer mental health. While there is some evidence that physical activity can enhance psychological well-being, the evidence is not strong enough to conclude that increasing physical activity will necessarily improve mental health. The review highlights the need for more rigorous studies to better understand the relationship between physical activity and mental health in young people.This review synthesizes existing evidence on the relationship between physical activity and mental health in children and adolescents. It examines the associations between physical activity and depression, anxiety, self-esteem, and cognitive functioning, as well as the link between sedentary behaviour and mental health. The review includes a 'review of reviews' of 18 studies, with additional analysis of primary studies on sedentary behaviour. Four review papers reported evidence concerning depression, four for anxiety, three for self-esteem, and seven for cognitive functioning. Nine primary studies assessed associations between sedentary behaviour and mental health. Physical activity has potentially beneficial effects for reduced depression, but the evidence base is weak. Intervention designs are low in quality, and many reviews include cross-sectional studies. Physical activity interventions have been shown to have a small beneficial effect for reduced anxiety but the evidence base is limited. Physical activity can lead to improvements in self-esteem, at least in the short term. However, there is a paucity of good quality research. Reviews on physical activity and cognitive functioning have shown evidence that routine physical activity can be associated with improved cognitive performance and academic achievement, but these associations are usually small and inconsistent. Primary studies showed consistent negative associations between mental health and sedentary behaviour. The evidence suggests that physical activity is associated with improved mental health outcomes in children and adolescents, but the research is often of low quality and the effects are small-to-moderate. Sedentary behaviour, particularly screen time, is associated with poorer mental health. While there is some evidence that physical activity can enhance psychological well-being, the evidence is not strong enough to conclude that increasing physical activity will necessarily improve mental health. The review highlights the need for more rigorous studies to better understand the relationship between physical activity and mental health in young people.