This study aims to investigate the mediating role of positive coping in the relationship between physical activity and psychological distress (PD) among people living with HIV/AIDS (PLWHA) in Henan, China, and to explore the moderating factor regarding this relationship. A cross-sectional study was conducted among 517 PLWHA, recruited from four cities in Henan province. Path analysis was employed to examine the mediating effect of positive coping in the link between physical activity and PD. Additionally, a moderated mediation analysis was performed to assess the moderated effect on this relationship. The indirect effect of physical activity on PD via positive coping was statistically significant (β = -0.02, SE = 0.01, 95% confidence interval (CI) [-0.04, -0.01],