The benefits of physical activity are wide ranging and associated with reduced disease risk and improved mental health. Strong evidence from high-income countries (HICs) has revealed a clear dose–response relationship between physical activity and improved health status. Regular physical activity is associated with a reduced risk of coronary heart disease, high blood pressure, stroke, metabolic syndrome, type 2 diabetes, breast and colon cancer, depression and dementia. Similarly, in low-income and middle-income countries (LMICs), higher physical activity levels are associated with a lower risk of cardiovascular disease and mortality. Physical activity has also been associated with improved mental health outcomes and increased self-esteem, self-efficacy and social capital; however, the direction and strength of these relationships needs further investigation to fully understand the impact of physical activity on mental well-being.