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Mental disorders are of major public health significance. It has been claimed that vigorous physical activity has positive effects on mental health in both clinical and nonclinical populations. This paper reviews the evidence for this claim and provides recommendations for future studies. The strongest evidence suggests that physical activity and exercise probably alleviate some symptoms associated with mild to moderate depression. The evidence also suggests that physical activity and exercise might provide a beneficial adjunct for alcoholism and substance abuse programs; improve self-image, social skills, and cognitive functioning; reduce the symptoms of anxiety; and alter aspects of coronary-prone (Type A) behavior and physiological response to stressors. The effects of physical activity and exercise on mental disorders, such as schizophrenia, and other aspects of mental health are not known. Negative psychological effects from exercise have also been reported. Recommendations for further research on the effects of physical activity and exercise on mental health are made.