Background: This study explored relationships between physical activity (PA) behaviors and emotional self-efficacy (ESE) in a statewide sample of public high school adolescents in South Carolina (n = 3836). Methods: The Center for Disease Control Youth Risk Behavior Survey PA items and an adolescent ESE scale were used. Logistic regression analyses and multivariate models constructed separately, revealed significant race by gender findings. Results: Results suggest that reduced vigorous PA (past 7 days), moderate PA (past 7 days), strengthening/toning exercises (past 7 days), and playing on sport teams (past 12 months) were associated (p [less than or equal to] 0.05) with reduced ESE for specific race/gender groups. Conclusions: Results have implications for school- and community-based mental health services and PA programs for adolescents. Measures of ESE as a component of comprehensive assessments of adolescent mental health and PA behaviors in fieldwork, research, and program-evaluation efforts should be considered. (Contains 2 tables.)