The promotion of physical activity is a top priority in public health. It is now recognized that physical activity improves the overall health of individuals and reduces the risk of several chronic physical illnesses. Studies have recently confirmed the positive impact that physical activity has on mental health. Clinical trials even show the effectiveness of physical activity in the treatment of depression. In terms of mental health promotion and the prevention of common mental disorders among the population in general, the regular practice of physical activity is associated with an improved quality of life and mental well-being, as well as a reduced level of anxiety, depressive symptoms and stress.