Prior　research　has　shown　that　physical　activity　(PA)　is　a　crucial　element　for　preserving　and　enhancing　health,　particularly　among　children　and　adolescents,　and　consistent　engagement　in　PA　offers　numerous　advantages　for　sustaining　typical　physical　and　mental　well-being.Purpose　Hence,　the　primary　objective　of　this　study　was　to　examine　the　relationship　between　sport　participation,　muscle-strengthening　exercise　(MSE),　and　active　commuting　(AC)　in　the　co-occurrence　of　depression　and　anxiety　in　Chinese　children　and　adolescents.Method　This　cross-sectional　investigation　occurred　in　various　cities　across　the　southeastern　region　of　China　between　March　2021　and　October　2021.　A　convenient　sampling　method　was　utilized.　We　invited　children　and　adolescents　to　participate　in　the　questionnaire　survey.　A　total　of　1,996　participants　completed　the　questionnaires　with　the　endorsement　of　their　parents　or　guardians　under　the　supervision　of　schoolteachers　and　headmasters.　Girls　comprised　47.5%　of　the　participants,　and　the　average　age　of　participants　was　14.8　+/-　2.0　years.　We　conducted　a　logistic　regression　analysis,　including　95%　confidence　intervals,　to　explore　the　association　between　sports　participation,　MSE,　AC,　and　the　co-occurrence　of　depression　and　anxiety.Results　No　significant　association　was　observed　between　weekday　active　commuting　for　travelling　to　and　from　school　and　MSE　and　the　comorbidity　of　depression　and　anxiety　in　children　and　adolescents.　A　negative　association　was　only　detected　for　those　who　engaged　in　muscle-strengthening　exercises　4　days　a　week　(OR　=　0.540,　95%　CI　=　0.345-0.845)　compared　to　those　who　did　not　partake　in　such　exercises.Conclusion　The　present　study　has　provided　evidence　of　the　connection　between　sports　participation　and　the　co-occurrence　of　depression　and　anxiety　among　Chinese　children　and　adolescents.　Sports　participation　is　more　likely　to　help　adolescents　relieve　anxiety　and　depression　than　AC,　MSE.　In　forthcoming　research,　it　is　imperative　to　delve　deeper　into　strategies　that　enhance　the　impact　of　sports　on　the　mental　well-being　of　children　and　young　individuals.　Furthermore,　optimizing　the　magnitude　of　this　effect　may　be　achievable　by　focusing　on　neurobiological,　behavioral,　and　psychosocial　mechanisms.