PurposeThe present study aims to analyze the independent and combined associations of physical activity (PA) during physical education (PE) classes and participation in organized PA during leisure time with adolescents' mental health indicators.MethodsData from 985 adolescents aged 12-15 years old was analyzed. PA during PE classes and participation in organized PA during leisure time were self-reported. The depression, anxiety, and stress scale-Short Form (DASS-21) was used to measure symptoms of depression, anxiety and stress. The KIDSCREEN-27 was used to measure psychological well-being. Generalized Linear regression models was used to verify the associations between PA in PE classes and participation in organized PA with mental health indicators.ResultsBeing more active in PE classes was associated with lower stress, depressive, and anxiety symptoms in females, and greater psychological well-being in both sexes. Participation in organized PA was associated with lower depressive and anxiety symptoms, and greater psychological well-being in females. In the combined associations, being more active in PE classes and participation in organized PA was associated with greater psychological well-being in both genders (males: beta = 1.07, 95% CI: 1.02; 1.13/ females: beta = 1.28, 95% CI: 1.19; 1.38), and lower stress (beta = 0.76, 95% CI: 0.58; 0.99), depression (beta = 0.53, 95% CI: 0.38; 0.73) and anxiety symptoms (beta = 0.59, 95% CI: 0.41; 0.85) in females.ConclusionPA in both school and leisure contexts may have positive impacts on adolescents' mental health. Promoting PA in these settings, particularly in a combined approach, can contribute to lower stress, depression, and anxiety symptoms, as well as greater psychological well-being, with notable benefits for female adolescents.