PURPOSE: The transition phase between childhood and adolescence is critical, given the observation of increased mental health issues during this period, coupled with the absence of efficient intervention tools. This study aims to examine a possible effect of physical activity on mental health symptoms in adolescents during this transitional age. METHODS: We used data from a large-scale population-based Swedish twin sample of 14,083 individuals to investigate cross-sectional and longitudinal associations between physical activity and mental health problems during childhood and adolescence. We examine different aspects of mental health symptoms, including internalizing and externalizing symptoms. We applied generalized estimating equations to investigate the associations and explored potential familial confounding using within-twin pair analysis. RESULTS: We found high physical activity intensity and frequency to be associated with better mental health throughout childhood and adolescence, cross-sectionally and longitudinally. Compared to those who reported low, those reporting high physical activity intensity and frequency in both childhood and/or adolescence had significantly lower symptoms of mental health at age 15. This association was statistically significant for both internalizing and externalizing symptoms. The within-twin pair analysis showed that familial confounding factors can largely explain the association with the externalizing scale, but not the internalizing scale. DISCUSSION: Physical activity in childhood and adolescence may play an essential role in reducing the risk of developing mental health problems, especially internalizing symptoms. Implementing acceptable, low-risk, and cost-effective interventions to promote physical activity could effectively safeguard young individuals from these symptoms.