This study investigated the connection between sport, emotion, and psychological health through an examination of the literature on sports participation and psychological health. The review found that while some of the research supports a relationship between psychological well-being and sports participation, some of it is inconclusive. Many methodological issues are present in the literature on both sports participation and exercise. The mixed findings can partially be attributed to poorly established methodology. For instance, the general failure of researchers to adequately define psychological well-being was a major roadblock. Similarly, excessive reliance on survey and questionnaire studies yielded results that were predictable and limited. In the final analysis, four of the seven exercise studies that were examined pointed to a relationship between exercise and well-being. Five of 11 sports participation studies reviewed also showed evidence for a connection. Possible explanations for the mixed findings include poorly defined terms, use of improper measurement tools, and inadequately designed studies. (Contains 42 references.) (JB) (Author/JB)