Physical activity is a natural human need that primarily affects the individual's physical condition, but it is also very important for mental state of each individual. Insufficient physical activity is a major public health problem in the modern world. The sedentary lifestyle and conditions of today's living reduce the need and opportunity for physical activity, and as a result, the normal functioning of the individual and their health are impaired. One should not ignore the fact that the term health encompasses both physical and mental component. Through physical activity, an individual achieves a stable mood, managing emotions, overcoming stress, gaining control over the whole behavior and life. Modern man has neglected the need and positive influence of the physical activities on health and precisely because of this, the number of mental disorders is increasing every day. The purpose of this paper is to explain in more detail the influence of physical activity on mental health. This paper reviwes the impact of physical activity on individual self-confidence and on some mental disorders such as anxiety, stress and depression and the impact of physical activity on mental health of children and the elderly.