Objective: Depression ranks the fist among the most frequently observed psychological disorders. For this reason, it was aimed in the present study to investigate whether doing sports and physical activity had any effects on individuals in terms of stress, anxiety, and depression levels. It was also aimed that this study would be a model for future review studies that would investigate the same purpose. Material and Method: 360 women and 192 men between the ages of 18-78 were included in the present study. The "A Stress Scale", CES-Depression Scale, Beck Depression Inventory, The Zung Self-Rating Depression Scale, The Hospital Anxiety and Depression Scale and a questionnaire form were used in the study. The applications were made with individuals who were contacted with the convenient sampling method in Istanbul within a 6-Month period. Being a professional sportsman or working in a sportive environment was considered as the exclusion criterion in the study, and individuals who had such characteristics were not included in the study. Results: According to the results, there are statistically significant differences between the groups who do regular sports, who do sports occasionally, and who do not do any sports in terms of stress scores, anxiety scores and depression scores. The stress scores, anxiety scores and depression scores of the group who did not do any sports were determined to be higher than the other groups. Conclusion: It was observed in the study that doing sports and physical activity had positive significant effects on individuals who were not professional sportsmen or who did not do any sports in terms of stress scores, anxiety scores and depression scores. We believe that the present study is a model for a future review study with more participants in terms of investigating the relation between doing sports and stress, anxiety and depression provided that the variables such as age, gender and economic status are controlled or audited.